+113.0%
NVTS vs COR
+12.8%
+100.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +5.8% |
| 7D | +2.7% | +2.8% | -0.1% | +3.5% |
| 30D | -4.5% | +4.5% | -9.0% | -3.2% |
| 3M | -61.5% | +22.7% | -84.2% | -60.9% |
| 6M | +28.0% | -9.7% | +37.7% | +34.0% |
| YTD | +65.3% | -1.4% | +66.7% | +79.4% |
| 1Y | +113.0% | +13.9% | +99.1% | +142.7% |
| All | +113.0% | +12.8% | +100.2% | +142.7% |
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