+82.9%
NUE vs CAG
-18.8%
+101.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | -0.6% | -5.7% | +5.1% | -0.5% |
| 30D | -4.6% | -2.4% | -2.1% | -4.6% |
| 3M | -0.3% | +9.8% | -10.1% | -0.7% |
| 6M | +51.9% | -10.8% | +62.7% | +53.5% |
| YTD | +60.0% | -10.8% | +70.8% | +61.6% |
| 1Y | +82.9% | -19.0% | +101.8% | +86.0% |
| All | +82.9% | -18.8% | +101.7% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling