+7,999.2%
NVDA vs COR
+469.4%
+7,529.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -8.5% | +2.9% | -11.3% | -9.3% |
| 30D | -27.3% | +5.8% | -33.1% | -28.5% |
| 3M | -25.8% | +11.4% | -37.2% | -28.2% |
| 6M | -24.6% | +34.5% | -59.0% | -31.4% |
| YTD | -10.7% | +4.1% | -14.7% | -13.2% |
| 1Y | -14.0% | -3.1% | -10.9% | -14.6% |
| 3Y | +244.9% | +80.9% | +164.0% | +164.0% |
| 5Y | +449.3% | +195.1% | +254.1% | +237.9% |
| All | +7,999.2% | +469.4% | +7,529.9% | +3,814.4% |
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 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