+41.9%
CMI vs NUE
+82.6%
-40.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | -0.7% | +4.2% | -4.9% | -2.5% |
| 30D | -13.4% | -5.0% | -8.5% | -11.7% |
| 3M | -17.0% | -0.2% | -16.8% | -17.0% |
| 6M | -1.6% | +49.1% | -50.8% | -18.1% |
| YTD | +11.0% | +61.0% | -50.0% | -8.7% |
| 1Y | +41.9% | +82.5% | -40.6% | +14.2% |
| All | +41.9% | +82.6% | -40.7% | +14.2% |
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