+91.3%
NVTS vs COR
+9.0%
+82.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.4% |
| 7D | -1.4% | -2.8% | +1.4% | -2.2% |
| 30D | -16.5% | +2.6% | -19.1% | -15.9% |
| 3M | -47.6% | +14.5% | -62.1% | -46.5% |
| 6M | +7.3% | -7.8% | +15.1% | +10.9% |
| YTD | +62.9% | -4.2% | +67.1% | +75.8% |
| 1Y | +91.3% | +7.0% | +84.3% | +121.6% |
| All | +91.3% | +9.0% | +82.3% | +121.6% |
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