+4,492.0%
COP vs NUE
+14,617.8%
-10,125.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +3.0% | +4.2% | -1.2% | +1.5% |
| 30D | +17.5% | -5.0% | +22.5% | +19.3% |
| 3M | +13.4% | -0.2% | +13.6% | +12.5% |
| 6M | +17.7% | +49.1% | -31.4% | +0.4% |
| YTD | +46.6% | +61.0% | -14.4% | +21.6% |
| 1Y | +44.6% | +82.5% | -37.9% | +14.0% |
| 3Y | +20.7% | +57.9% | -37.2% | -2.6% |
| 5Y | +185.0% | +146.6% | +38.5% | +86.0% |
| 10Y | +347.0% | +561.6% | -214.6% | +103.8% |
| All | +4,492.0% | +14,617.8% | -10,125.8% | +989.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling