-31.9%
CEG vs NUE
+86.4%
-118.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.7% | -6.3% |
| 7D | -4.8% | -1.4% | -3.4% | -4.5% |
| 30D | -8.2% | +6.6% | -14.7% | -9.2% |
| 3M | -7.9% | -2.0% | -5.9% | -7.9% |
| 6M | -23.2% | +19.2% | -42.4% | -25.9% |
| YTD | -30.1% | +65.6% | -95.7% | -36.3% |
| 1Y | -31.9% | +87.8% | -119.7% | -39.9% |
| All | -31.9% | +86.4% | -118.3% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling