+332.7%
CAT vs NUE
+147.3%
+185.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +2.9% | -2.3% | +5.2% | +3.9% |
| 30D | -2.6% | -6.1% | +3.5% | -0.1% |
| 3M | -10.7% | +1.7% | -12.3% | -11.7% |
| 6M | +16.1% | +53.1% | -36.9% | -3.1% |
| YTD | +43.2% | +59.0% | -15.8% | +17.6% |
| 1Y | +96.8% | +85.3% | +11.5% | +51.4% |
| 3Y | +201.4% | +63.2% | +138.1% | +136.6% |
| 5Y | +332.7% | +146.8% | +185.9% | +191.5% |
| All | +332.7% | +147.3% | +185.4% | +191.5% |
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