+323.5%
CORZ vs NUE
+57.3%
+266.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.0% | +10.0% |
| 7D | +14.2% | -2.4% | +16.6% | +16.0% |
| 30D | -3.0% | +3.8% | -6.8% | -4.4% |
| 3M | -26.3% | -3.7% | -22.6% | -25.0% |
| 6M | -36.5% | +13.2% | -49.7% | -40.7% |
| YTD | +0.1% | +61.6% | -61.5% | -21.7% |
| 1Y | -15.9% | +83.6% | -99.5% | -38.3% |
| All | +323.5% | +57.3% | +266.3% | +200.6% |
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 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