+192.5%
COP vs NUE
+144.7%
+47.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.5% | -2.3% | +1.8% | +0.1% |
| 30D | +11.7% | -6.1% | +17.8% | +13.4% |
| 3M | +17.7% | +1.7% | +16.0% | +16.4% |
| 6M | +18.3% | +53.1% | -34.8% | +3.1% |
| YTD | +49.1% | +59.0% | -10.0% | +28.2% |
| 1Y | +53.3% | +85.3% | -32.0% | +25.3% |
| 3Y | +22.2% | +63.2% | -41.1% | +0.5% |
| All | +192.5% | +144.7% | +47.8% | +111.8% |
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