+50.5%
COP vs NUE
+85.4%
-34.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | +0.2% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | +8.6% | -4.6% | +13.2% | +9.0% |
| 3M | +19.9% | -0.3% | +20.2% | +19.3% |
| 6M | +19.0% | +51.9% | -32.9% | +12.7% |
| YTD | +50.0% | +60.0% | -10.0% | +40.5% |
| 1Y | +50.5% | +82.9% | -32.4% | +37.5% |
| All | +50.5% | +85.4% | -34.9% | +37.5% |
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