-7.1%
CMG vs NUE
+85.4%
-92.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.1% | -0.6% | -1.4% | -2.0% |
| 30D | +10.9% | -4.6% | +15.5% | +11.5% |
| 3M | +15.8% | -0.3% | +16.2% | +15.8% |
| 6M | +6.9% | +51.9% | -44.9% | -9.7% |
| YTD | -2.2% | +60.0% | -62.1% | -19.2% |
| 1Y | -7.1% | +82.9% | -90.0% | -27.0% |
| All | -7.1% | +85.4% | -92.5% | -27.0% |
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 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