+482.4%
CSX vs NUE
+540.4%
-58.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | +0.6% | +1.8% | -1.2% | -0.1% |
| 30D | -2.3% | -6.0% | +3.7% | -0.3% |
| 3M | +4.3% | +1.4% | +2.9% | +3.0% |
| 6M | +23.4% | +52.8% | -29.5% | +4.0% |
| YTD | +36.4% | +58.1% | -21.7% | +13.4% |
| 1Y | +53.0% | +80.4% | -27.4% | +20.2% |
| 3Y | +70.6% | +62.3% | +8.3% | +34.5% |
| 5Y | +65.5% | +146.2% | -80.7% | +2.1% |
| 10Y | +482.4% | +549.5% | -67.1% | +96.0% |
| All | +482.4% | +540.4% | -58.0% | +96.0% |
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