+8.9%
CAT vs NUE
+86.4%
-77.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.2% | -4.2% |
| 7D | -17.1% | -1.4% | -15.7% | -16.5% |
| 30D | -30.1% | +6.6% | -36.7% | -32.4% |
| 3M | -32.4% | -2.0% | -30.4% | -31.8% |
| 6M | -32.1% | +19.2% | -51.3% | -39.4% |
| YTD | +4.1% | +65.6% | -61.5% | -26.2% |
| 1Y | +8.9% | +87.8% | -78.9% | -27.7% |
| All | +8.9% | +86.4% | -77.5% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling