+242.0%
COF vs NUE
+599.8%
-357.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | -5.1% | -0.6% | -4.5% | -4.8% |
| 30D | -6.0% | -4.6% | -1.5% | -3.8% |
| 3M | +14.8% | -0.3% | +15.1% | +13.9% |
| 6M | +15.3% | +51.9% | -36.6% | -10.5% |
| YTD | -13.0% | +60.0% | -73.0% | -34.8% |
| 1Y | -5.7% | +82.9% | -88.6% | -35.1% |
| 3Y | +118.1% | +66.0% | +52.2% | +52.0% |
| 5Y | +46.2% | +149.0% | -102.7% | -28.2% |
| All | +242.0% | +599.8% | -357.8% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling