+9,714.3%
CSX vs NUE
+13,742.9%
-4,028.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.5% | -10.6% | +5.0% | -1.7% |
| 30D | +4.9% | -0.6% | +5.5% | +4.9% |
| 3M | -2.9% | -9.7% | +6.9% | +0.2% |
| 6M | +8.3% | +5.1% | +3.2% | +4.9% |
| YTD | +36.7% | +51.4% | -14.7% | +15.2% |
| 1Y | +41.5% | +71.3% | -29.8% | +13.7% |
| 3Y | +68.6% | +66.8% | +1.8% | +31.7% |
| 5Y | +48.4% | +134.8% | -86.4% | -3.5% |
| 10Y | +446.6% | +506.1% | -59.6% | +132.7% |
| All | +9,714.3% | +13,742.9% | -4,028.6% | +1,078.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling