+43.1%
COF vs NUE
+146.6%
-103.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | -6.0% | -4.6% | -1.5% | -4.3% |
| 3M | +14.8% | -0.3% | +15.1% | +14.3% |
| 6M | +15.3% | +51.9% | -36.6% | -5.0% |
| YTD | -13.0% | +60.0% | -73.0% | -30.2% |
| 1Y | -5.7% | +82.9% | -88.6% | -29.2% |
| 3Y | +118.1% | +66.0% | +52.2% | +64.7% |
| All | +43.1% | +146.6% | -103.5% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling