+13.9%
COR vs NVT
+73.8%
-59.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -1.6% |
| 7D | +2.8% | +5.1% | -2.3% | +3.3% |
| 30D | +4.5% | -3.7% | +8.2% | +4.2% |
| 3M | +22.7% | -10.1% | +32.8% | +22.1% |
| 6M | -9.7% | +37.5% | -47.2% | -9.9% |
| YTD | -1.4% | +53.7% | -55.2% | -1.0% |
| 1Y | +13.9% | +70.9% | -56.9% | +19.9% |
| All | +13.9% | +73.8% | -59.9% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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