+2,222.8%
CMCSA vs NUE
+14,354.5%
-12,131.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +3.8% | -6.0% | +9.8% | +5.4% |
| 3M | +12.3% | +1.4% | +10.9% | +11.2% |
| 6M | -15.4% | +52.8% | -68.2% | -25.8% |
| YTD | -2.5% | +58.1% | -60.6% | -15.5% |
| 1Y | -13.4% | +80.4% | -93.8% | -28.0% |
| 3Y | -30.4% | +62.3% | -92.6% | -42.0% |
| 5Y | -45.0% | +146.2% | -191.2% | -61.4% |
| 10Y | +10.2% | +549.5% | -539.3% | -45.7% |
| All | +2,222.8% | +14,354.5% | -12,131.7% | +184.0% |
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 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