+626.9%
CEG vs NUE
+153.9%
+473.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.6% |
| 6M | -8.7% | +53.1% | -61.8% | -21.6% |
| YTD | -16.4% | +59.0% | -75.5% | -29.5% |
| 1Y | -1.8% | +85.3% | -87.1% | -21.7% |
| 3Y | +175.8% | +63.2% | +112.6% | +120.3% |
| All | +626.9% | +153.9% | +473.0% | +391.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling