+107.7%
COST vs NUE
+146.6%
-38.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -4.7% | -4.6% | -0.2% | -4.1% |
| 3M | -7.1% | -0.3% | -6.8% | -7.3% |
| 6M | -8.5% | +51.9% | -60.4% | -15.0% |
| YTD | +5.4% | +60.0% | -54.6% | -3.1% |
| 1Y | -5.6% | +82.9% | -88.5% | -15.4% |
| 3Y | +68.5% | +66.0% | +2.5% | +49.7% |
| All | +107.7% | +146.6% | -38.9% | +67.1% |
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