+286.3%
NEM vs CORZ
+223.2%
+63.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.3% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +7.8% | -14.0% | +21.9% | +9.1% |
| 3M | +30.2% | -34.1% | +64.3% | +33.7% |
| 6M | +9.6% | +8.5% | +1.1% | +8.6% |
| YTD | +27.8% | +23.2% | +4.6% | +25.9% |
| 1Y | +60.7% | +15.4% | +45.3% | +58.1% |
| All | +286.3% | +223.2% | +63.0% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling