+7,895.4%
CI vs NUE
+14,124.9%
-6,229.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.2% |
| 7D | +1.2% | +2.8% | -1.6% | +0.4% |
| 30D | +2.6% | -2.1% | +4.7% | +2.8% |
| 3M | +7.4% | -7.3% | +14.8% | +9.0% |
| 6M | -0.1% | +8.9% | -9.0% | -3.5% |
| YTD | +9.7% | +55.6% | -45.9% | -4.5% |
| 1Y | +12.1% | +74.7% | -62.5% | -5.6% |
| 3Y | +7.0% | +71.7% | -64.6% | -12.7% |
| 5Y | +49.7% | +141.2% | -91.5% | +5.3% |
| 10Y | +147.2% | +429.6% | -282.4% | +30.8% |
| All | +7,895.4% | +14,124.9% | -6,229.5% | +1,380.5% |
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