+9.1%
COR vs NVD
-54.6%
+63.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.0% |
| 7D | -4.8% | +9.0% | -13.9% | -5.3% |
| 30D | -3.7% | -5.5% | +1.8% | -3.5% |
| 3M | +14.3% | -24.6% | +39.0% | +15.6% |
| 6M | -8.5% | -42.1% | +33.6% | -7.4% |
| YTD | -4.4% | -44.3% | +39.9% | -3.7% |
| 1Y | +9.1% | -54.2% | +63.3% | +10.7% |
| All | +9.1% | -54.6% | +63.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling