+180.7%
COR vs NUE
+142.4%
+38.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -4.8% | -2.7% | -2.2% | -4.6% |
| 30D | -3.7% | -6.1% | +2.4% | -3.2% |
| 3M | +14.3% | +2.2% | +12.1% | +13.9% |
| 6M | -8.5% | +50.8% | -59.3% | -12.2% |
| YTD | -4.4% | +57.5% | -61.9% | -8.7% |
| 1Y | +9.1% | +82.5% | -73.3% | +2.5% |
| 3Y | +85.2% | +61.7% | +23.5% | +74.6% |
| 5Y | +180.7% | +145.1% | +35.5% | +142.1% |
| All | +180.7% | +142.4% | +38.2% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling