-75.5%
NKE vs COR
+179.1%
-254.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.9% |
| 7D | -5.5% | -4.8% | -0.7% | -5.1% |
| 30D | -10.4% | -3.7% | -6.8% | -10.1% |
| 3M | -15.8% | +14.3% | -30.2% | -16.8% |
| 6M | -33.4% | -8.5% | -24.9% | -32.8% |
| YTD | -41.0% | -4.4% | -36.6% | -41.0% |
| 1Y | -49.1% | +9.1% | -58.2% | -50.2% |
| 3Y | -59.8% | +85.2% | -145.0% | -66.9% |
| 5Y | -75.5% | +180.7% | -256.1% | -82.0% |
| All | -75.5% | +179.1% | -254.6% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling