+379.2%
NEM vs COR
+17,545.2%
-17,166.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | +0.3% | +2.8% | -2.5% | +0.1% |
| 30D | +23.1% | +4.5% | +18.5% | +22.7% |
| 3M | +18.5% | +22.7% | -4.2% | +16.7% |
| 6M | +7.8% | -9.7% | +17.5% | +8.3% |
| YTD | +29.1% | -1.4% | +30.5% | +28.8% |
| 1Y | +72.7% | +13.9% | +58.7% | +70.4% |
| 3Y | +248.7% | +94.0% | +154.8% | +231.0% |
| 5Y | +148.7% | +184.0% | -35.3% | +129.9% |
| 10Y | +304.8% | +406.8% | -102.0% | +256.9% |
| All | +379.2% | +17,545.2% | -17,166.1% | +296.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling