+52.0%
CI vs NUE
+150.9%
-99.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | +6.4% | +3.8% | +2.6% | +5.7% |
| 3M | +10.7% | -3.7% | +14.3% | +11.0% |
| 6M | +5.5% | +13.2% | -7.7% | +2.9% |
| YTD | +11.4% | +61.6% | -50.2% | +2.7% |
| 1Y | +15.0% | +83.6% | -68.6% | +4.0% |
| 3Y | +9.0% | +78.6% | -69.7% | -2.6% |
| 5Y | +52.0% | +148.0% | -96.0% | +25.0% |
| All | +52.0% | +150.9% | -99.0% | +25.0% |
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