+819.0%
NUE vs CBOE
+1,003.5%
-184.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -2.7% | -3.7% | +1.0% | -1.7% |
| 30D | -6.1% | +2.0% | -8.0% | -6.7% |
| 3M | +2.2% | -4.2% | +6.5% | +2.7% |
| 6M | +50.8% | +1.2% | +49.6% | +47.7% |
| YTD | +57.5% | +15.4% | +42.2% | +48.2% |
| 1Y | +82.5% | +23.5% | +59.0% | +67.9% |
| 3Y | +61.7% | +93.2% | -31.5% | +25.0% |
| 5Y | +145.1% | +142.0% | +3.2% | +73.3% |
| 10Y | +577.8% | +379.2% | +198.6% | +260.3% |
| All | +819.0% | +1,003.5% | -184.5% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling