+420.5%
COR vs NVT
+488.5%
-67.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | +7.8% | +8.0% | -0.1% | +6.5% |
| 30D | +7.0% | -24.8% | +31.8% | +11.0% |
| 3M | +16.3% | -32.4% | +48.7% | +22.2% |
| 6M | +41.3% | -33.5% | +74.8% | +47.7% |
| YTD | +7.1% | +13.2% | -6.1% | -0.5% |
| 1Y | -0.8% | +9.0% | -9.8% | -7.3% |
| 3Y | +85.0% | +129.4% | -44.4% | +35.4% |
| 5Y | +203.9% | +230.1% | -26.2% | +91.0% |
| All | +420.5% | +488.5% | -67.9% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling