+302.3%
NEM vs COR
+406.5%
-104.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.0% | -2.8% | +1.8% | -0.7% |
| 30D | +7.8% | +2.6% | +5.3% | +7.6% |
| 3M | +30.2% | +14.5% | +15.7% | +28.2% |
| 6M | +9.6% | -7.8% | +17.4% | +10.4% |
| YTD | +27.8% | -4.2% | +32.0% | +28.0% |
| 1Y | +60.7% | +7.0% | +53.7% | +58.5% |
| 3Y | +245.3% | +85.5% | +159.8% | +217.1% |
| 5Y | +155.3% | +181.2% | -25.9% | +123.8% |
| All | +302.3% | +406.5% | -104.2% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling