-11.7%
CCI vs NUE
+59.2%
-70.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -4.4% | -2.7% | -1.7% | -4.3% |
| 30D | +0.3% | -6.1% | +6.4% | +0.6% |
| 3M | -20.0% | +2.2% | -22.2% | -20.2% |
| 6M | -14.5% | +50.8% | -65.3% | -16.4% |
| YTD | -14.9% | +57.5% | -72.4% | -16.9% |
| 1Y | -17.7% | +82.5% | -100.1% | -20.1% |
| All | -11.7% | +59.2% | -70.9% | -17.6% |
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 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