+136.0%
CMS vs NUE
+445.3%
-309.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | +6.6% | +3.8% | +2.8% | +6.1% |
| 3M | +0.8% | -3.7% | +4.5% | +1.0% |
| 6M | -3.3% | +13.2% | -16.5% | -4.7% |
| YTD | +2.7% | +61.6% | -58.9% | -2.2% |
| 1Y | -4.0% | +83.6% | -87.6% | -9.8% |
| 3Y | +37.6% | +78.6% | -41.0% | +28.0% |
| 5Y | +35.4% | +148.0% | -112.5% | +18.8% |
| 10Y | +136.0% | +449.9% | -313.9% | +63.7% |
| All | +136.0% | +445.3% | -309.2% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling