+48.8%
NU vs COR
+188.0%
-139.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | +7.5% | +2.8% | +4.7% | +7.4% |
| 30D | +6.1% | +4.5% | +1.6% | +5.9% |
| 3M | +26.8% | +22.7% | +4.1% | +25.6% |
| 6M | +2.5% | -9.7% | +12.2% | +3.3% |
| YTD | -8.2% | -1.4% | -6.8% | -8.0% |
| 1Y | +3.4% | +13.9% | -10.6% | +2.5% |
| 3Y | +116.2% | +94.0% | +22.2% | +90.8% |
| All | +48.8% | +188.0% | -139.2% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling