+56.4%
NU vs COR
+86.2%
-29.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.0% | +8.8% | +11.7% |
| 7D | +9.9% | +7.8% | +2.1% | +9.9% |
| 30D | -11.5% | +7.0% | -18.5% | -11.4% |
| 3M | -5.1% | +16.3% | -21.4% | -4.8% |
| 6M | +3.1% | +41.3% | -38.2% | +5.1% |
| YTD | -21.0% | +7.1% | -28.2% | -20.8% |
| 1Y | -15.2% | -0.8% | -14.4% | -15.9% |
| 3Y | +56.4% | +85.0% | -28.5% | +81.4% |
| All | +56.4% | +86.2% | -29.7% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling