+6,706.3%
CME vs NUE
+4,167.7%
+2,538.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | -2.9% | +1.8% | -4.6% | -3.5% |
| 30D | +5.5% | -6.0% | +11.5% | +7.4% |
| 3M | +11.0% | +1.4% | +9.5% | +9.8% |
| 6M | -9.7% | +52.8% | -62.5% | -22.3% |
| YTD | +4.9% | +58.1% | -53.3% | -11.0% |
| 1Y | +10.1% | +80.4% | -70.3% | -11.1% |
| 3Y | +53.5% | +62.3% | -8.8% | +21.6% |
| 5Y | +77.2% | +146.2% | -69.0% | +12.0% |
| 10Y | +282.1% | +549.5% | -267.4% | +49.7% |
| All | +6,706.3% | +4,167.7% | +2,538.7% | +1,355.5% |
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