+53.0%
CSX vs NUE
+76.1%
-23.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | -2.3% | -6.0% | +3.7% | -1.4% |
| 3M | +4.3% | +1.4% | +2.9% | +3.9% |
| 6M | +23.4% | +52.8% | -29.5% | +13.3% |
| YTD | +36.4% | +58.1% | -21.7% | +25.8% |
| 1Y | +53.0% | +80.4% | -27.4% | +42.0% |
| All | +53.0% | +76.1% | -23.0% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling