-25.1%
NOW vs COR
+203.9%
-229.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.4% |
| 7D | +0.3% | +7.8% | -7.6% | -0.3% |
| 30D | -27.0% | +7.0% | -34.0% | -27.3% |
| 3M | -19.6% | +16.3% | -35.9% | -20.5% |
| 6M | +17.5% | +41.3% | -23.8% | +14.7% |
| YTD | -33.3% | +7.1% | -40.4% | -34.1% |
| 1Y | -39.8% | -0.8% | -39.0% | -40.0% |
| 3Y | -19.9% | +85.0% | -104.9% | -30.0% |
| All | -25.1% | +203.9% | -229.0% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling