+25,808.1%
CAT vs NUE
+14,617.8%
+11,190.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.0% |
| 7D | +1.7% | +4.2% | -2.5% | -0.1% |
| 30D | -6.6% | -5.0% | -1.6% | -4.6% |
| 3M | -13.3% | -0.2% | -13.1% | -13.6% |
| 6M | +11.6% | +49.1% | -37.5% | -6.3% |
| YTD | +42.9% | +61.0% | -18.0% | +16.1% |
| 1Y | +95.4% | +82.5% | +12.9% | +49.7% |
| 3Y | +196.6% | +57.9% | +138.7% | +135.1% |
| 5Y | +321.7% | +146.6% | +175.1% | +162.7% |
| 10Y | +1,140.8% | +561.6% | +579.2% | +389.9% |
| All | +25,808.1% | +14,617.8% | +11,190.3% | +2,823.4% |
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