-12.9%
NVTS vs COR
+184.9%
-197.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.1% | -4.1% |
| 7D | +0.5% | -4.8% | +5.3% | -0.8% |
| 30D | -18.0% | -3.7% | -14.3% | -18.6% |
| 3M | -45.6% | +14.3% | -60.0% | -43.7% |
| 6M | +28.5% | -8.5% | +36.9% | +28.5% |
| YTD | +56.2% | -4.4% | +60.6% | +58.5% |
| 1Y | +97.7% | +9.1% | +88.6% | +107.7% |
| 3Y | +35.0% | +85.2% | -50.2% | +35.2% |
| All | -12.9% | +184.9% | -197.8% | -17.1% |
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