+238.9%
CRM vs NUE
+599.8%
-360.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.5% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | +28.1% | -4.6% | +32.7% | +29.5% |
| 3M | +48.8% | -0.3% | +49.1% | +48.1% |
| 6M | +28.3% | +51.9% | -23.6% | +12.8% |
| YTD | -6.0% | +60.0% | -66.0% | -19.2% |
| 1Y | +1.4% | +82.9% | -81.5% | -16.5% |
| 3Y | +11.8% | +66.0% | -54.1% | -7.9% |
| 5Y | -2.0% | +149.0% | -151.0% | -31.2% |
| All | +238.9% | +599.8% | -360.9% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling