+4,766.3%
COP vs NUE
+14,124.9%
-9,358.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.0% | +2.8% |
| 7D | +4.4% | +2.8% | +1.7% | +3.3% |
| 30D | 0.0% | -2.1% | +2.1% | +0.4% |
| 3M | +15.0% | -7.3% | +22.4% | +17.2% |
| 6M | +22.0% | +8.9% | +13.1% | +16.5% |
| YTD | +55.3% | +55.6% | -0.3% | +29.7% |
| 1Y | +64.1% | +74.7% | -10.5% | +31.4% |
| 3Y | +34.1% | +71.7% | -37.6% | +4.8% |
| 5Y | +133.4% | +141.2% | -7.8% | +53.4% |
| 10Y | +338.6% | +429.6% | -91.0% | +114.2% |
| All | +4,766.3% | +14,124.9% | -9,358.7% | +1,062.5% |
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