+216.7%
CTVA vs NUE
+476.5%
-259.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.3% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | +11.3% | -4.6% | +15.9% | +13.0% |
| 3M | +12.3% | -0.3% | +12.6% | +11.6% |
| 6M | +7.2% | +51.9% | -44.7% | -9.8% |
| YTD | +26.0% | +60.0% | -34.0% | +3.7% |
| 1Y | +16.0% | +82.9% | -66.9% | -9.9% |
| 3Y | +73.9% | +66.0% | +7.9% | +34.9% |
| 5Y | +103.8% | +149.0% | -45.2% | +20.1% |
| All | +216.7% | +476.5% | -259.8% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling