+19,104.6%
CMI vs NUE
+14,301.5%
+4,803.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.4% |
| 7D | +0.8% | -2.7% | +3.5% | +2.1% |
| 30D | -12.8% | -6.1% | -6.7% | -10.4% |
| 3M | -12.4% | +2.2% | -14.7% | -14.0% |
| 6M | -0.9% | +50.8% | -51.6% | -18.5% |
| YTD | +8.9% | +57.5% | -48.7% | -12.3% |
| 1Y | +37.7% | +82.5% | -44.8% | +3.1% |
| 3Y | +148.9% | +61.7% | +87.2% | +88.9% |
| 5Y | +164.4% | +145.1% | +19.2% | +53.6% |
| 10Y | +506.9% | +577.8% | -70.9% | +100.8% |
| All | +19,104.6% | +14,301.5% | +4,803.1% | +1,971.2% |
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 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