+2,771.1%
NOW vs COR
+1,105.7%
+1,665.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.5% |
| 7D | -2.4% | +2.8% | -5.2% | -3.2% |
| 30D | +20.5% | +4.5% | +16.0% | +18.8% |
| 3M | +18.3% | +22.7% | -4.3% | +11.3% |
| 6M | +24.1% | -9.7% | +33.8% | +26.5% |
| YTD | -7.8% | -1.4% | -6.4% | -9.0% |
| 1Y | -21.4% | +13.9% | -35.3% | -26.2% |
| 3Y | +19.5% | +94.0% | -74.4% | -8.5% |
| 5Y | +4.1% | +184.0% | -179.9% | -31.6% |
| 10Y | +826.4% | +406.8% | +419.7% | +361.1% |
| All | +2,771.1% | +1,105.7% | +1,665.5% | +949.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling