+342.1%
NEM vs COR
+469.4%
-127.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -5.9% | +2.9% | -8.8% | -6.2% |
| 30D | -2.6% | +5.8% | -8.4% | -3.2% |
| 3M | -4.2% | +11.4% | -15.6% | -5.4% |
| 6M | -5.5% | +34.5% | -39.9% | -8.7% |
| YTD | +13.5% | +4.1% | +9.5% | +12.7% |
| 1Y | +22.2% | -3.1% | +25.3% | +22.4% |
| 3Y | +249.0% | +80.9% | +168.1% | +219.9% |
| 5Y | +120.1% | +195.1% | -75.0% | +89.5% |
| All | +342.1% | +469.4% | -127.2% | +243.5% |
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