+14,787.4%
CAH vs NUE
+14,439.6%
+347.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.2% | -2.3% | +0.1% | -1.8% |
| 30D | +1.2% | -6.1% | +7.3% | +2.4% |
| 3M | +13.1% | +1.7% | +11.4% | +12.4% |
| 6M | +8.5% | +53.1% | -44.6% | -0.9% |
| YTD | +17.6% | +59.0% | -41.4% | +6.5% |
| 1Y | +60.7% | +85.3% | -24.7% | +40.5% |
| 3Y | +183.2% | +63.2% | +119.9% | +147.7% |
| 5Y | +402.2% | +146.8% | +255.4% | +291.0% |
| 10Y | +302.3% | +584.3% | -282.0% | +147.5% |
| All | +14,787.4% | +14,439.6% | +347.8% | +5,190.0% |
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