+207.0%
C vs NUE
+423.6%
-216.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | +1.7% |
| 7D | +4.2% | +2.8% | +1.4% | +2.7% |
| 30D | +2.0% | -2.1% | +4.1% | +2.8% |
| 3M | -10.1% | -7.3% | -2.8% | -7.3% |
| 6M | +1.0% | +8.9% | -7.9% | -4.8% |
| YTD | +8.5% | +55.6% | -47.1% | -15.7% |
| 1Y | +25.7% | +74.7% | -48.9% | -8.2% |
| 3Y | +216.0% | +71.7% | +144.3% | +121.5% |
| 5Y | +112.3% | +141.2% | -28.9% | +8.8% |
| All | +207.0% | +423.6% | -216.6% | -27.4% |
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