-9.4%
NVTS vs COR
+187.0%
-196.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.4% |
| 7D | +3.5% | -3.9% | +7.4% | +2.5% |
| 30D | -11.9% | -0.3% | -11.6% | -11.9% |
| 3M | -49.2% | +15.9% | -65.1% | -47.3% |
| 6M | +38.4% | -10.3% | +48.7% | +38.1% |
| YTD | +62.5% | -3.7% | +66.2% | +65.2% |
| 1Y | +101.4% | +9.1% | +92.3% | +111.5% |
| 3Y | +40.4% | +86.6% | -46.1% | +40.9% |
| All | -9.4% | +187.0% | -196.3% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling