-41.3%
CORZ vs NUE
+86.4%
-127.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.1% | -8.3% | -9.4% |
| 7D | -14.9% | -1.4% | -13.5% | -14.4% |
| 30D | -23.1% | +6.6% | -29.7% | -25.5% |
| 3M | -44.1% | -2.0% | -42.1% | -43.7% |
| 6M | -39.5% | +19.2% | -58.7% | -45.5% |
| YTD | -12.4% | +65.6% | -78.0% | -35.1% |
| 1Y | -41.3% | +87.8% | -129.2% | -59.7% |
| All | -41.3% | +86.4% | -127.7% | -59.7% |
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 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