+24.3%
CMS vs NUE
+142.4%
-118.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -1.3% | -2.7% | +1.3% | -1.2% |
| 30D | -2.8% | -6.1% | +3.3% | -2.5% |
| 3M | -7.1% | +2.2% | -9.4% | -7.3% |
| 6M | -10.0% | +50.8% | -60.8% | -12.0% |
| YTD | -0.9% | +57.5% | -58.5% | -3.4% |
| 1Y | -2.0% | +82.5% | -84.5% | -5.3% |
| 3Y | +33.0% | +61.7% | -28.7% | +28.7% |
| 5Y | +24.3% | +145.1% | -120.9% | +17.1% |
| All | +24.3% | +142.4% | -118.2% | +17.1% |
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