+422.0%
NUE vs CF
+479.1%
-57.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +2.8% | +4.8% | -2.0% | +1.1% |
| 30D | -2.1% | +4.7% | -6.8% | -4.1% |
| 3M | -7.3% | +7.4% | -14.8% | -10.3% |
| 6M | +8.9% | +0.6% | +8.3% | +7.1% |
| YTD | +55.6% | +64.1% | -8.5% | +22.3% |
| 1Y | +74.7% | +51.4% | +23.3% | +41.4% |
| 3Y | +71.7% | +67.8% | +3.9% | +28.1% |
| 5Y | +141.2% | +114.1% | +27.1% | +49.8% |
| All | +422.0% | +479.1% | -57.0% | +114.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling