+48.9%
NVTS vs COR
+86.2%
-37.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.0% | -9.3% | -5.1% |
| 7D | +3.9% | +7.8% | -3.9% | +7.4% |
| 30D | -4.3% | +7.0% | -11.3% | -1.4% |
| 3M | -34.5% | +16.3% | -50.7% | -29.4% |
| 6M | -57.7% | +41.3% | -99.0% | -50.0% |
| YTD | +25.4% | +7.1% | +18.2% | +34.1% |
| 1Y | +13.1% | -0.8% | +14.0% | +13.9% |
| 3Y | +48.9% | +85.0% | -36.1% | +179.7% |
| All | +48.9% | +86.2% | -37.3% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling