+33.5%
CMS vs NUE
+60.7%
-27.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +0.2% | -2.3% | +2.5% | +0.2% |
| 30D | -1.3% | -6.1% | +4.8% | -1.2% |
| 3M | -5.4% | +1.7% | -7.0% | -5.5% |
| 6M | -10.3% | +53.1% | -63.4% | -10.9% |
| YTD | -0.2% | +59.0% | -59.3% | -1.0% |
| 1Y | -0.9% | +85.3% | -86.2% | -2.0% |
| All | +33.5% | +60.7% | -27.2% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling