-27.3%
NRG vs COR
+9.0%
-36.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | -2.8% | -1.8% | -4.3% |
| 30D | -6.0% | +2.6% | -8.5% | -6.4% |
| 3M | -8.0% | +14.5% | -22.4% | -10.6% |
| 6M | -23.2% | -7.8% | -15.3% | -21.7% |
| YTD | -28.1% | -4.2% | -23.8% | -25.7% |
| 1Y | -27.3% | +7.0% | -34.3% | -22.5% |
| All | -27.3% | +9.0% | -36.2% | -22.5% |
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