+284.2%
NEM vs CORZ
+213.0%
+71.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.7% |
| 7D | -3.3% | -3.0% | -0.3% | -3.1% |
| 30D | +7.8% | -12.1% | +19.9% | +8.9% |
| 3M | +36.3% | -32.4% | +68.6% | +39.7% |
| 6M | +6.6% | +12.4% | -5.8% | +5.4% |
| YTD | +27.1% | +19.3% | +7.8% | +25.6% |
| 1Y | +62.3% | +8.6% | +53.7% | +60.4% |
| All | +284.2% | +213.0% | +71.3% | +266.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling