+459.7%
CMS vs NUE
+14,617.8%
-14,158.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.4% | +4.2% | -3.9% | -0.3% |
| 30D | -3.6% | -5.0% | +1.4% | -2.9% |
| 3M | -1.9% | -0.2% | -1.7% | -2.2% |
| 6M | -11.0% | +49.1% | -60.1% | -17.2% |
| YTD | +0.2% | +61.0% | -60.8% | -8.2% |
| 1Y | -1.3% | +82.5% | -83.9% | -11.8% |
| 3Y | +35.9% | +57.9% | -22.0% | +21.9% |
| 5Y | +23.1% | +146.6% | -123.5% | -1.5% |
| 10Y | +117.9% | +561.6% | -443.7% | +36.4% |
| All | +459.7% | +14,617.8% | -14,158.1% | +90.5% |
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