+4,005.7%
CMG vs NUE
+1,071.9%
+2,933.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -3.8% | -2.7% | -1.2% | -3.1% |
| 30D | +12.9% | -6.1% | +19.0% | +14.7% |
| 3M | +18.8% | +2.2% | +16.5% | +17.1% |
| 6M | +4.1% | +50.8% | -46.7% | -9.0% |
| YTD | -2.4% | +57.5% | -59.9% | -15.8% |
| 1Y | -6.7% | +82.5% | -89.1% | -23.0% |
| 3Y | -7.1% | +61.7% | -68.8% | -23.0% |
| 5Y | -5.0% | +145.1% | -150.1% | -33.5% |
| 10Y | +323.5% | +577.8% | -254.3% | +96.5% |
| All | +4,005.7% | +1,071.9% | +2,933.8% | +1,230.4% |
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 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