+520.6%
CIEN vs NUE
+142.4%
+378.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +5.4% | -2.7% | +8.1% | +6.3% |
| 30D | -13.7% | -6.1% | -7.6% | -11.8% |
| 3M | -23.0% | +2.2% | -25.3% | -24.0% |
| 6M | -0.8% | +50.8% | -51.6% | -14.5% |
| YTD | +43.1% | +57.5% | -14.5% | +21.1% |
| 1Y | +157.6% | +82.5% | +75.2% | +107.2% |
| 3Y | +593.8% | +61.7% | +532.1% | +457.4% |
| 5Y | +520.6% | +145.1% | +375.4% | +347.0% |
| All | +520.6% | +142.4% | +378.2% | +347.0% |
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