+2,331.5%
JCI vs NUE
+14,354.5%
-12,023.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | +5.1% | +1.8% | +3.3% | +4.4% |
| 30D | -3.8% | -6.0% | +2.1% | -2.0% |
| 3M | +1.9% | +1.4% | +0.5% | +1.0% |
| 6M | +11.2% | +52.8% | -41.6% | -3.7% |
| YTD | +22.9% | +58.1% | -35.2% | +5.1% |
| 1Y | +37.4% | +80.4% | -43.0% | +12.0% |
| 3Y | +167.8% | +62.3% | +105.6% | +120.1% |
| 5Y | +115.0% | +146.2% | -31.2% | +48.2% |
| 10Y | +325.3% | +549.5% | -224.2% | +103.1% |
| All | +2,331.5% | +14,354.5% | -12,023.0% | +232.1% |
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 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