+172.4%
CEG vs NUE
+60.7%
+111.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +1.3% | -2.3% | +3.6% | +2.1% |
| 30D | +8.8% | -6.1% | +14.9% | +10.9% |
| 3M | +17.0% | +1.7% | +15.3% | +15.5% |
| 6M | -8.7% | +53.1% | -61.8% | -22.3% |
| YTD | -16.4% | +59.0% | -75.5% | -30.3% |
| 1Y | -1.8% | +85.3% | -87.1% | -23.1% |
| All | +172.4% | +60.7% | +111.7% | +104.1% |
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