+575.6%
NUE vs CAG
-36.2%
+611.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.7% |
| 7D | -0.6% | -5.7% | +5.1% | +0.5% |
| 30D | -4.6% | -2.4% | -2.1% | -4.3% |
| 3M | -0.3% | +9.8% | -10.1% | -2.4% |
| 6M | +51.9% | -10.8% | +62.7% | +54.5% |
| YTD | +60.0% | -10.8% | +70.8% | +62.3% |
| 1Y | +82.9% | -19.0% | +101.8% | +88.9% |
| 3Y | +66.0% | -39.7% | +105.7% | +79.9% |
| 5Y | +149.0% | -43.0% | +191.9% | +172.8% |
| All | +575.6% | -36.2% | +611.8% | +616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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