+470.5%
CMS vs NUE
+14,634.7%
-14,164.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -1.3% | +6.1% | -7.4% | -2.3% |
| 30D | +5.3% | +2.7% | +2.5% | +4.6% |
| 3M | -0.3% | -3.8% | +3.5% | 0.0% |
| 6M | -4.0% | +14.0% | -18.0% | -6.7% |
| YTD | +2.1% | +61.2% | -59.0% | -6.7% |
| 1Y | -4.7% | +77.8% | -82.5% | -14.4% |
| 3Y | +36.8% | +78.2% | -41.4% | +19.9% |
| 5Y | +34.9% | +149.8% | -115.0% | +7.8% |
| 10Y | +134.7% | +448.6% | -313.9% | +52.4% |
| All | +470.5% | +14,634.7% | -14,164.2% | +93.6% |
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