+1,972.6%
NOW vs COR
+1,115.2%
+857.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -26.0% | +5.1% | -31.2% | -27.2% |
| 3M | -13.1% | +2.8% | -15.9% | -14.1% |
| 6M | +14.5% | +32.5% | -18.0% | +5.2% |
| YTD | -33.4% | -0.7% | -32.8% | -34.6% |
| 1Y | -40.6% | -6.7% | -33.9% | -40.6% |
| 3Y | -16.3% | +73.7% | -90.0% | -33.3% |
| 5Y | -26.3% | +177.9% | -204.2% | -51.2% |
| 10Y | +512.7% | +533.8% | -21.0% | +172.2% |
| All | +1,972.6% | +1,115.2% | +857.4% | +654.6% |
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