+593.1%
CEG vs NUE
+148.4%
+444.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.4% |
| 7D | +12.1% | +2.8% | +9.3% | +11.1% |
| 30D | +0.2% | -2.1% | +2.3% | +0.9% |
| 3M | +0.7% | -7.3% | +8.0% | +2.9% |
| 6M | +2.2% | +8.9% | -6.6% | -1.4% |
| YTD | -20.3% | +55.6% | -75.9% | -32.4% |
| 1Y | -16.1% | +74.7% | -90.7% | -31.7% |
| 3Y | +134.7% | +71.7% | +63.0% | +84.5% |
| All | +593.1% | +148.4% | +444.6% | +370.9% |
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 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