+338.5%
COP vs NUE
+599.8%
-261.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.5% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +8.6% | -4.6% | +13.2% | +10.6% |
| 3M | +19.9% | -0.3% | +20.2% | +18.8% |
| 6M | +19.0% | +51.9% | -32.9% | -5.1% |
| YTD | +50.0% | +60.0% | -10.0% | +16.2% |
| 1Y | +50.5% | +82.9% | -32.4% | +8.3% |
| 3Y | +25.2% | +66.0% | -40.8% | -10.0% |
| 5Y | +194.3% | +149.0% | +45.3% | +48.5% |
| All | +338.5% | +599.8% | -261.3% | -0.2% |
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