+207.2%
C vs NUE
+442.4%
-235.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +4.7% | +6.1% | -1.4% | +1.6% |
| 30D | +0.2% | +2.7% | -2.6% | -1.4% |
| 3M | -9.3% | -3.8% | -5.5% | -8.2% |
| 6M | -0.8% | +14.0% | -14.8% | -8.7% |
| YTD | +8.5% | +61.2% | -52.7% | -17.2% |
| 1Y | +23.1% | +77.8% | -54.7% | -10.9% |
| 3Y | +220.8% | +78.2% | +142.6% | +120.7% |
| 5Y | +112.4% | +149.8% | -37.4% | +6.9% |
| All | +207.2% | +442.4% | -235.2% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling