-5.1%
COF vs NUE
+86.4%
-91.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.6% |
| 7D | +0.7% | -1.4% | +2.1% | +1.1% |
| 30D | +5.7% | +6.6% | -0.8% | +4.1% |
| 3M | -6.7% | -2.0% | -4.7% | -6.4% |
| 6M | +9.5% | +19.2% | -9.7% | +3.0% |
| YTD | -13.9% | +65.6% | -79.5% | -29.0% |
| 1Y | -5.1% | +87.8% | -92.9% | -27.3% |
| All | -5.1% | +86.4% | -91.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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