-54.6%
NBIS vs COR
+15.5%
-70.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.0% | -12.9% | -8.7% |
| 7D | -10.5% | +7.8% | -18.3% | -8.0% |
| 30D | -37.7% | +7.0% | -44.7% | -33.5% |
| 3M | -54.6% | +16.3% | -70.8% | -48.5% |
| All | -54.6% | +15.5% | -70.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 3mo: compounded portfolio wealth divided by compounded COR 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…
3mo analysis · Full analysis span regression · Available span rolling