+219.9%
CTVA vs NUE
+473.2%
-253.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -5.8% | -2.3% | -3.5% | -5.0% |
| 30D | +11.1% | -6.1% | +17.1% | +13.4% |
| 3M | +13.2% | +1.7% | +11.6% | +11.7% |
| 6M | +8.7% | +53.1% | -44.4% | -8.8% |
| YTD | +27.3% | +59.0% | -31.8% | +5.0% |
| 1Y | +18.0% | +85.3% | -67.3% | -8.9% |
| 3Y | +76.5% | +63.2% | +13.3% | +37.8% |
| 5Y | +105.1% | +146.8% | -41.7% | +21.4% |
| All | +219.9% | +473.2% | -253.2% | +0.2% |
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 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