+170.6%
CVX vs NUE
+142.4%
+28.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | +0.7% | -2.7% | +3.4% | +1.2% |
| 30D | +9.1% | -6.1% | +15.2% | +10.4% |
| 3M | +13.1% | +2.2% | +10.8% | +12.0% |
| 6M | +16.3% | +50.8% | -34.5% | +5.2% |
| YTD | +43.5% | +57.5% | -14.0% | +28.2% |
| 1Y | +40.2% | +82.5% | -42.3% | +20.6% |
| 3Y | +44.2% | +61.7% | -17.4% | +24.4% |
| 5Y | +170.6% | +145.1% | +25.5% | +111.5% |
| All | +170.6% | +142.4% | +28.2% | +111.5% |
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