+3.9%
CI vs NUE
+59.4%
-55.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | -2.0% | +1.8% | -3.8% | -2.2% |
| 30D | -1.8% | -6.0% | +4.1% | -1.1% |
| 3M | -4.2% | +1.4% | -5.7% | -4.6% |
| 6M | +2.7% | +52.8% | -50.1% | -3.1% |
| YTD | +1.9% | +58.1% | -56.2% | -4.2% |
| 1Y | -6.3% | +80.4% | -86.7% | -13.2% |
| 3Y | +3.9% | +62.3% | -58.4% | -5.1% |
| All | +3.9% | +59.4% | -55.5% | -5.1% |
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