+287.5%
CAH vs NUE
+599.8%
-312.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | +0.2% | -4.6% | +4.7% | +1.3% |
| 3M | +6.3% | -0.3% | +6.6% | +6.0% |
| 6M | +9.4% | +51.9% | -42.5% | -2.9% |
| YTD | +15.0% | +60.0% | -45.0% | +0.4% |
| 1Y | +55.4% | +82.9% | -27.4% | +30.0% |
| 3Y | +173.8% | +66.0% | +107.8% | +126.6% |
| 5Y | +395.2% | +149.0% | +246.2% | +232.5% |
| All | +287.5% | +599.8% | -312.4% | +50.1% |
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