-0.8%
COR vs NUE
+70.9%
-71.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.4% | +3.1% |
| 7D | +7.8% | +2.8% | +5.1% | +7.6% |
| 30D | +7.0% | -2.1% | +9.1% | +7.1% |
| 3M | +16.3% | -7.3% | +23.6% | +16.4% |
| 6M | +41.3% | +8.9% | +32.4% | +40.8% |
| YTD | +7.1% | +55.6% | -48.5% | +4.5% |
| 1Y | -0.8% | +74.7% | -75.5% | -2.5% |
| All | -0.8% | +70.9% | -71.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling