+1,065.2%
NRG vs COR
+406.5%
+658.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | -2.8% | -1.8% | -3.9% |
| 30D | -6.0% | +2.6% | -8.5% | -6.7% |
| 3M | -8.0% | +14.5% | -22.4% | -11.8% |
| 6M | -23.2% | -7.8% | -15.3% | -22.1% |
| YTD | -28.1% | -4.2% | -23.8% | -27.8% |
| 1Y | -27.3% | +7.0% | -34.3% | -29.6% |
| 3Y | +208.7% | +85.5% | +123.1% | +148.5% |
| 5Y | +197.7% | +181.2% | +16.4% | +109.1% |
| All | +1,065.2% | +406.5% | +658.7% | +712.2% |
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