-18.6%
NRG vs COR
+12.8%
-31.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.3% | +6.6% |
| 7D | +7.1% | +2.8% | +4.3% | +6.7% |
| 30D | -1.4% | +4.5% | -5.9% | -2.1% |
| 3M | -10.5% | +22.7% | -33.1% | -14.0% |
| 6M | -26.7% | -9.7% | -17.0% | -25.1% |
| YTD | -24.5% | -1.4% | -23.1% | -22.3% |
| 1Y | -18.6% | +13.9% | -32.5% | -11.0% |
| All | -18.6% | +12.8% | -31.4% | -11.0% |
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 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