+87.8%
NUE vs CF
+35.9%
+51.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -2.0% |
| 7D | -1.4% | -6.9% | +5.4% | -1.3% |
| 30D | +6.6% | -3.7% | +10.3% | +6.6% |
| 3M | -2.0% | -5.0% | +3.0% | -1.5% |
| 6M | +19.2% | -10.5% | +29.7% | +19.1% |
| YTD | +65.6% | +46.5% | +19.1% | +47.2% |
| 1Y | +87.8% | +34.8% | +53.0% | +70.3% |
| All | +87.8% | +35.9% | +51.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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