+492.2%
COR vs NUE
+423.6%
+68.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.4% | +3.7% |
| 7D | +7.8% | +2.8% | +5.1% | +7.2% |
| 30D | +7.0% | -2.1% | +9.1% | +7.3% |
| 3M | +16.3% | -7.3% | +23.6% | +17.7% |
| 6M | +41.3% | +8.9% | +32.4% | +37.7% |
| YTD | +7.1% | +55.6% | -48.5% | -3.9% |
| 1Y | -0.8% | +74.7% | -75.5% | -13.4% |
| 3Y | +85.0% | +71.7% | +13.3% | +56.9% |
| 5Y | +203.9% | +141.2% | +62.7% | +119.2% |
| All | +492.2% | +423.6% | +68.6% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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