+18.8%
NVDL vs COR
+9.0%
+9.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.1% |
| 7D | -10.3% | -2.8% | -7.5% | -11.3% |
| 30D | -7.1% | +2.6% | -9.7% | -6.2% |
| 3M | +6.6% | +14.5% | -7.9% | +11.5% |
| 6M | +21.1% | -7.8% | +28.9% | +25.9% |
| YTD | +15.2% | -4.2% | +19.4% | +23.8% |
| 1Y | +18.8% | +7.0% | +11.8% | +34.5% |
| All | +18.8% | +9.0% | +9.8% | +34.5% |
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