+395.2%
COR vs NUE
+599.8%
-204.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | +2.6% | -4.6% | +7.1% | +3.5% |
| 3M | +14.5% | -0.3% | +14.8% | +14.2% |
| 6M | -7.8% | +51.9% | -59.7% | -16.6% |
| YTD | -4.2% | +60.0% | -64.2% | -14.6% |
| 1Y | +7.0% | +82.9% | -75.9% | -7.9% |
| 3Y | +85.5% | +66.0% | +19.5% | +58.4% |
| 5Y | +181.2% | +149.0% | +32.3% | +99.2% |
| All | +395.2% | +599.8% | -204.7% | +109.7% |
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