+73.1%
CME vs NUE
+143.0%
-70.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.2% | +0.9% |
| 7D | +3.9% | +2.8% | +1.2% | +3.8% |
| 30D | +11.3% | -2.1% | +13.4% | +11.4% |
| 3M | +19.6% | -7.3% | +26.9% | +19.9% |
| 6M | +8.1% | +8.9% | -0.8% | +7.3% |
| YTD | +20.4% | +55.6% | -35.2% | +16.9% |
| 1Y | +16.5% | +74.7% | -58.2% | +12.2% |
| 3Y | +66.4% | +71.7% | -5.2% | +58.9% |
| All | +73.1% | +143.0% | -70.0% | +50.7% |
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 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