+412.6%
CSX vs NUE
+468.0%
-55.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.0% | +2.1% |
| 7D | -2.2% | -10.2% | +8.0% | +1.6% |
| 30D | +6.8% | -0.4% | +7.2% | +6.7% |
| 3M | +0.7% | -8.4% | +9.1% | +3.2% |
| 6M | +13.3% | +10.1% | +3.2% | +7.8% |
| YTD | +40.5% | +54.1% | -13.5% | +17.4% |
| 1Y | +44.7% | +74.7% | -30.1% | +15.2% |
| 3Y | +74.5% | +72.0% | +2.5% | +34.1% |
| 5Y | +52.0% | +136.4% | -84.4% | -4.5% |
| 10Y | +412.6% | +434.6% | -22.0% | +84.2% |
| All | +412.6% | +468.0% | -55.4% | +84.2% |
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