+22.4%
CCI vs NUE
+599.8%
-577.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | +2.2% | -4.6% | +6.8% | +2.8% |
| 3M | -16.9% | -0.3% | -16.6% | -17.0% |
| 6M | -11.5% | +51.9% | -63.4% | -16.7% |
| YTD | -12.8% | +60.0% | -72.8% | -18.6% |
| 1Y | -17.1% | +82.9% | -100.0% | -24.1% |
| 3Y | -9.6% | +66.0% | -75.6% | -17.5% |
| 5Y | -48.9% | +149.0% | -197.9% | -57.3% |
| All | +22.4% | +599.8% | -577.4% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling