-24.0%
NKE vs COR
+406.5%
-430.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -2.8% | -1.3% | -3.6% |
| 30D | -8.2% | +2.6% | -10.7% | -8.7% |
| 3M | -19.1% | +14.5% | -33.5% | -21.5% |
| 6M | -32.6% | -7.8% | -24.8% | -31.8% |
| YTD | -40.7% | -4.2% | -36.5% | -40.8% |
| 1Y | -48.9% | +7.0% | -55.9% | -50.5% |
| 3Y | -59.2% | +85.5% | -144.8% | -66.7% |
| 5Y | -75.3% | +181.2% | -256.5% | -82.2% |
| All | -24.0% | +406.5% | -430.5% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling