+10.9%
CMG vs NUE
+86.4%
-75.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +5.8% |
| 7D | +22.5% | -1.4% | +23.9% | +22.4% |
| 30D | +14.1% | +6.6% | +7.5% | +14.3% |
| 3M | +4.1% | -2.0% | +6.1% | +4.7% |
| 6M | +10.1% | +19.2% | -9.1% | +6.1% |
| YTD | -4.9% | +65.6% | -70.5% | -18.7% |
| 1Y | +10.9% | +87.8% | -76.9% | -17.4% |
| All | +10.9% | +86.4% | -75.5% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling