+7,463.6%
CI vs NUE
+14,617.8%
-7,154.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +1.3% | +4.2% | -2.9% | +0.1% |
| 30D | +4.4% | -5.0% | +9.4% | +5.8% |
| 3M | +0.7% | -0.2% | +0.9% | +0.2% |
| 6M | +0.3% | +49.1% | -48.8% | -11.0% |
| YTD | +3.8% | +61.0% | -57.2% | -10.1% |
| 1Y | -5.5% | +82.5% | -88.0% | -21.1% |
| 3Y | +8.1% | +57.9% | -49.8% | -9.3% |
| 5Y | +42.8% | +146.6% | -103.8% | 0.0% |
| 10Y | +143.9% | +561.6% | -417.7% | +21.7% |
| All | +7,463.6% | +14,617.8% | -7,154.2% | +1,294.8% |
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