+1,045.8%
C vs NUE
+14,670.8%
-13,625.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.7% |
| 7D | -0.4% | -2.4% | +2.0% | +0.7% |
| 30D | -5.3% | +3.8% | -9.1% | -7.2% |
| 3M | -8.0% | -3.7% | -4.4% | -7.0% |
| 6M | -0.3% | +13.2% | -13.5% | -7.1% |
| YTD | +8.6% | +61.6% | -52.9% | -14.7% |
| 1Y | +25.8% | +83.6% | -57.8% | -7.1% |
| 3Y | +221.2% | +78.6% | +142.5% | +131.3% |
| 5Y | +113.6% | +148.0% | -34.4% | +22.7% |
| 10Y | +218.3% | +449.9% | -231.6% | +21.0% |
| All | +1,045.8% | +14,670.8% | -13,625.0% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling