+163.5%
CIEN vs NUE
+4,207.3%
-4,043.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +7.1% |
| 7D | -5.3% | +1.8% | -7.1% | -6.2% |
| 30D | -17.2% | -6.0% | -11.3% | -15.0% |
| 3M | -26.9% | +1.4% | -28.3% | -28.0% |
| 6M | +16.0% | +52.8% | -36.8% | -5.3% |
| YTD | +45.9% | +58.1% | -12.2% | +16.8% |
| 1Y | +186.8% | +80.4% | +106.4% | +115.5% |
| 3Y | +607.8% | +62.3% | +545.5% | +437.4% |
| 5Y | +506.7% | +146.2% | +360.5% | +253.0% |
| 10Y | +1,438.7% | +549.5% | +889.2% | +404.2% |
| All | +163.5% | +4,207.3% | -4,043.8% | -69.7% |
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