+213.9%
CAT vs NUE
+143.0%
+70.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.6% | +0.6% |
| 7D | +7.4% | +2.8% | +4.7% | +6.2% |
| 30D | -19.7% | -2.1% | -17.6% | -19.0% |
| 3M | -29.6% | -7.3% | -22.3% | -27.6% |
| 6M | -33.2% | +8.9% | -42.1% | -36.0% |
| YTD | +5.7% | +55.6% | -49.9% | -12.7% |
| 1Y | +9.3% | +74.7% | -65.3% | -13.8% |
| 3Y | +158.3% | +71.7% | +86.7% | +98.7% |
| All | +213.9% | +143.0% | +70.9% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling