+48.2%
CSX vs NUE
+123.1%
-74.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.5% | -10.6% | +5.0% | -2.7% |
| 30D | +4.9% | -0.6% | +5.5% | +4.9% |
| 3M | -2.9% | -9.7% | +6.9% | -0.6% |
| 6M | +8.3% | +5.1% | +3.2% | +5.8% |
| YTD | +36.7% | +51.4% | -14.7% | +19.9% |
| 1Y | +41.5% | +71.3% | -29.8% | +19.7% |
| 3Y | +68.6% | +66.8% | +1.8% | +39.5% |
| All | +48.2% | +123.1% | -74.9% | +9.0% |
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 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