+897.6%
CCI vs NUE
+5,001.1%
-4,103.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +0.2% | +1.8% | -1.6% | -0.4% |
| 30D | +0.5% | -6.0% | +6.5% | +2.1% |
| 3M | -16.3% | +1.4% | -17.7% | -17.1% |
| 6M | -13.9% | +52.8% | -66.8% | -25.0% |
| YTD | -12.4% | +58.1% | -70.6% | -24.6% |
| 1Y | -15.2% | +80.4% | -95.6% | -30.2% |
| 3Y | -9.9% | +62.3% | -72.1% | -26.7% |
| 5Y | -50.8% | +146.2% | -197.0% | -67.1% |
| 10Y | +18.3% | +549.5% | -531.2% | -49.7% |
| All | +897.6% | +5,001.1% | -4,103.5% | +62.6% |
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 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