+78.7%
CME vs NUE
+142.4%
-63.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -2.2% |
| 30D | +6.2% | -6.1% | +12.2% | +6.5% |
| 3M | +4.4% | +2.2% | +2.1% | +4.2% |
| 6M | -9.6% | +50.8% | -60.4% | -12.1% |
| YTD | +3.8% | +57.5% | -53.8% | +0.7% |
| 1Y | +9.5% | +82.5% | -72.9% | +5.1% |
| 3Y | +51.9% | +61.7% | -9.8% | +46.3% |
| 5Y | +78.7% | +145.1% | -66.4% | +58.4% |
| All | +78.7% | +142.4% | -63.7% | +58.4% |
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