+72.7%
NEM vs CORZ
+32.3%
+40.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.3% | +8.4% | -8.1% | -1.2% |
| 30D | +23.1% | -17.8% | +40.9% | +27.2% |
| 3M | +18.5% | -35.9% | +54.4% | +27.4% |
| 6M | +7.8% | +12.9% | -5.2% | +3.6% |
| YTD | +29.1% | +22.9% | +6.2% | +24.8% |
| 1Y | +72.7% | +31.4% | +41.3% | +63.5% |
| All | +72.7% | +32.3% | +40.3% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling