+17,119.9%
COR vs NUE
+3,686.0%
+13,433.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -1.9% | +1.8% | -3.7% | -2.2% |
| 30D | +1.5% | -6.0% | +7.5% | +2.6% |
| 3M | +18.7% | +1.4% | +17.3% | +18.1% |
| 6M | -9.0% | +52.8% | -61.9% | -16.4% |
| YTD | -3.3% | +58.1% | -61.4% | -11.8% |
| 1Y | +9.8% | +80.4% | -70.6% | -2.6% |
| 3Y | +87.4% | +62.3% | +25.1% | +65.3% |
| 5Y | +180.5% | +146.2% | +34.3% | +120.8% |
| 10Y | +398.1% | +549.5% | -151.4% | +212.5% |
| All | +17,119.9% | +3,686.0% | +13,433.9% | +7,241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling