+67.8%
CSX vs NUE
+146.7%
-78.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.4% | +4.2% | -7.6% | -4.5% |
| 30D | -3.1% | -5.0% | +1.9% | -1.9% |
| 3M | +7.2% | -0.2% | +7.4% | +6.7% |
| 6M | +16.2% | +49.1% | -33.0% | +3.1% |
| YTD | +37.5% | +61.0% | -23.5% | +19.4% |
| 1Y | +53.2% | +82.5% | -29.3% | +27.9% |
| 3Y | +68.2% | +57.9% | +10.3% | +42.4% |
| All | +67.8% | +146.7% | -78.9% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling