+85.0%
COR vs NUE
+72.4%
+12.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.4% | +3.0% |
| 7D | +7.8% | +2.8% | +5.1% | +7.8% |
| 30D | +7.0% | -2.1% | +9.1% | +7.1% |
| 3M | +16.3% | -7.3% | +23.6% | +16.3% |
| 6M | +41.3% | +8.9% | +32.4% | +41.2% |
| YTD | +7.1% | +55.6% | -48.5% | +6.7% |
| 1Y | -0.8% | +74.7% | -75.5% | -1.3% |
| 3Y | +85.0% | +71.7% | +13.3% | +84.8% |
| All | +85.0% | +72.4% | +12.6% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling