+11,570.3%
COST vs NUE
+14,301.5%
-2,731.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.5% | -2.7% | +0.2% | -1.9% |
| 30D | -4.4% | -6.1% | +1.6% | -3.2% |
| 3M | -8.1% | +2.2% | -10.3% | -8.9% |
| 6M | -9.2% | +50.8% | -60.0% | -18.1% |
| YTD | +5.1% | +57.5% | -52.4% | -6.2% |
| 1Y | -5.1% | +82.5% | -87.6% | -18.5% |
| 3Y | +70.4% | +61.7% | +8.7% | +46.4% |
| 5Y | +104.7% | +145.1% | -40.4% | +54.1% |
| 10Y | +608.8% | +577.8% | +31.0% | +290.3% |
| All | +11,570.3% | +14,301.5% | -2,731.2% | +1,874.6% |
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