+9,772.3%
CSX vs NUE
+14,617.8%
-4,845.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -3.4% | +4.2% | -7.6% | -4.9% |
| 30D | -3.1% | -5.0% | +1.9% | -1.5% |
| 3M | +7.2% | -0.2% | +7.4% | +6.4% |
| 6M | +16.2% | +49.1% | -33.0% | -0.9% |
| YTD | +37.5% | +61.0% | -23.5% | +13.8% |
| 1Y | +53.2% | +82.5% | -29.3% | +20.1% |
| 3Y | +68.2% | +57.9% | +10.3% | +34.4% |
| 5Y | +65.2% | +146.6% | -81.3% | +5.5% |
| 10Y | +504.1% | +561.6% | -57.5% | +149.8% |
| All | +9,772.3% | +14,617.8% | -4,845.5% | +1,064.8% |
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