+86.5%
COR vs NVT
+184.0%
-97.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.6% |
| 7D | -3.9% | +7.0% | -10.9% | -3.4% |
| 30D | -0.3% | -2.3% | +2.0% | -0.4% |
| 3M | +15.9% | -3.1% | +19.0% | +16.0% |
| 6M | -10.3% | +47.0% | -57.3% | -9.1% |
| YTD | -3.7% | +56.2% | -59.9% | -2.1% |
| 1Y | +9.1% | +74.5% | -65.5% | +11.4% |
| All | +86.5% | +184.0% | -97.5% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling