+142.2%
CI vs NUE
+442.4%
-300.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -1.7% | +6.1% | -7.9% | -3.3% |
| 30D | +4.9% | +2.7% | +2.1% | +3.8% |
| 3M | +7.4% | -3.8% | +11.2% | +7.9% |
| 6M | +0.4% | +14.0% | -13.6% | -4.3% |
| YTD | +9.5% | +61.2% | -51.7% | -6.0% |
| 1Y | +12.0% | +77.8% | -65.8% | -6.6% |
| 3Y | +7.1% | +78.2% | -71.1% | -14.0% |
| 5Y | +49.3% | +149.8% | -100.5% | -1.3% |
| All | +142.2% | +442.4% | -300.2% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling