+63.4%
NUE vs CAG
-39.3%
+102.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.9% |
| 7D | -2.7% | -5.9% | +3.2% | -2.5% |
| 30D | -6.1% | -1.5% | -4.5% | -6.1% |
| 3M | +2.2% | +11.5% | -9.2% | +1.7% |
| 6M | +50.8% | -15.7% | +66.5% | +52.1% |
| YTD | +57.5% | -10.2% | +67.7% | +58.4% |
| 1Y | +82.5% | -18.1% | +100.5% | +84.1% |
| All | +63.4% | -39.3% | +102.7% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling