+51.6%
CME vs NUE
+60.7%
-9.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.6% | -2.3% | +1.7% | -0.7% |
| 30D | +4.7% | -6.1% | +10.8% | +4.5% |
| 3M | +7.8% | +1.7% | +6.2% | +7.9% |
| 6M | -11.0% | +53.1% | -64.1% | -9.1% |
| YTD | +4.0% | +59.0% | -55.0% | +6.4% |
| 1Y | +9.1% | +85.3% | -76.2% | +12.5% |
| All | +51.6% | +60.7% | -9.2% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling