+575.6%
NUE vs CBOE
+368.5%
+207.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.0% |
| 7D | -0.6% | -5.8% | +5.2% | +0.7% |
| 30D | -4.6% | -3.1% | -1.4% | -4.0% |
| 3M | -0.3% | -4.8% | +4.4% | +0.2% |
| 6M | +51.9% | -0.6% | +52.4% | +49.6% |
| YTD | +60.0% | +12.8% | +47.2% | +52.2% |
| 1Y | +82.9% | +19.8% | +63.1% | +70.8% |
| 3Y | +66.0% | +86.9% | -21.0% | +30.6% |
| 5Y | +149.0% | +136.5% | +12.4% | +77.6% |
| All | +575.6% | +368.5% | +207.1% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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