+165.0%
CMI vs NUE
+146.6%
+18.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.7% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -12.4% | -4.6% | -7.8% | -11.1% |
| 3M | -14.8% | -0.3% | -14.5% | -15.1% |
| 6M | +0.8% | +51.9% | -51.1% | -12.8% |
| YTD | +10.2% | +60.0% | -49.8% | -6.2% |
| 1Y | +37.4% | +82.9% | -45.5% | +11.7% |
| 3Y | +153.3% | +66.0% | +87.3% | +105.2% |
| All | +165.0% | +146.6% | +18.4% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling