-48.9%
NKE vs COR
+9.0%
-57.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -2.8% | -1.3% | -4.2% |
| 30D | -8.2% | +2.6% | -10.7% | -8.1% |
| 3M | -19.1% | +14.5% | -33.5% | -18.3% |
| 6M | -32.6% | -7.8% | -24.8% | -33.3% |
| YTD | -40.7% | -4.2% | -36.5% | -41.4% |
| 1Y | -48.9% | +7.0% | -55.9% | -50.4% |
| All | -48.9% | +9.0% | -57.8% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling