+41.5%
NU vs COR
+179.9%
-138.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -4.9% | -2.8% | -2.0% | -4.7% |
| 30D | +7.8% | +2.6% | +5.3% | +7.7% |
| 3M | +20.9% | +14.5% | +6.5% | +20.2% |
| 6M | +0.9% | -7.8% | +8.7% | +1.5% |
| YTD | -12.7% | -4.2% | -8.4% | -12.3% |
| 1Y | -6.4% | +7.0% | -13.4% | -6.8% |
| 3Y | +98.1% | +85.5% | +12.6% | +76.0% |
| All | +41.5% | +179.9% | -138.3% | +2.8% |
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