+203.9%
CAT vs NUE
+59.4%
+144.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | +5.6% | +1.8% | +3.8% | +4.6% |
| 30D | -2.3% | -6.0% | +3.6% | +0.4% |
| 3M | -10.0% | +1.4% | -11.4% | -11.0% |
| 6M | +21.2% | +52.8% | -31.6% | -0.7% |
| YTD | +44.4% | +58.1% | -13.7% | +16.5% |
| 1Y | +96.3% | +80.4% | +15.9% | +49.0% |
| 3Y | +203.9% | +62.3% | +141.6% | +126.7% |
| All | +203.9% | +59.4% | +144.5% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling