+42.7%
CI vs NUE
+147.3%
-104.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | -1.1% | -2.3% | +1.2% | -0.8% |
| 30D | +0.5% | -6.1% | +6.6% | +1.4% |
| 3M | -5.2% | +1.7% | -6.8% | -5.6% |
| 6M | +4.3% | +53.1% | -48.8% | -2.7% |
| YTD | +2.8% | +59.0% | -56.3% | -4.8% |
| 1Y | -5.8% | +85.3% | -91.1% | -14.7% |
| 3Y | +4.7% | +63.2% | -58.5% | -4.8% |
| 5Y | +42.7% | +146.8% | -104.1% | +18.4% |
| All | +42.7% | +147.3% | -104.6% | +18.4% |
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