+115.9%
COR vs NXT
+181.9%
-66.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | -1.9% | +2.9% | -4.8% | -1.8% |
| 30D | +1.5% | -17.2% | +18.8% | +1.2% |
| 3M | +18.7% | -32.0% | +50.7% | +18.1% |
| 6M | -9.0% | -15.8% | +6.7% | -9.2% |
| YTD | -3.3% | -1.9% | -1.4% | -3.2% |
| 1Y | +9.8% | +22.5% | -12.7% | +10.5% |
| 3Y | +87.4% | +100.5% | -13.2% | +89.8% |
| All | +115.9% | +181.9% | -66.0% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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