+6,046.1%
CRH vs NUE
+14,525.3%
-8,479.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.5% |
| 7D | -6.1% | -0.6% | -5.4% | -5.9% |
| 30D | -9.3% | -4.6% | -4.7% | -8.0% |
| 3M | -15.2% | -0.3% | -14.9% | -15.5% |
| 6M | -14.2% | +51.9% | -66.1% | -25.2% |
| YTD | -28.3% | +60.0% | -88.2% | -38.6% |
| 1Y | -21.8% | +82.9% | -104.7% | -36.1% |
| 3Y | +71.6% | +66.0% | +5.6% | +41.6% |
| 5Y | +96.6% | +149.0% | -52.3% | +38.0% |
| 10Y | +253.8% | +588.3% | -334.5% | +77.1% |
| All | +6,046.1% | +14,525.3% | -8,479.2% | +2,523.7% |
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 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