+132.0%
C vs NUE
+147.3%
-15.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +2.6% | -2.3% | +4.9% | +3.4% |
| 30D | +1.9% | -6.1% | +8.0% | +4.1% |
| 3M | +2.8% | +1.7% | +1.1% | +1.8% |
| 6M | +30.6% | +53.1% | -22.5% | +11.7% |
| YTD | +19.9% | +59.0% | -39.2% | +1.1% |
| 1Y | +44.6% | +85.3% | -40.8% | +15.1% |
| 3Y | +272.1% | +63.2% | +208.9% | +199.4% |
| 5Y | +132.0% | +146.8% | -14.8% | +64.6% |
| All | +132.0% | +147.3% | -15.3% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling