+434.6%
NUE vs CF
+546.3%
-111.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -10.2% | -0.9% | -9.4% | -10.2% |
| 30D | -0.4% | +6.9% | -7.4% | -3.2% |
| 3M | -8.4% | +4.8% | -13.2% | -10.7% |
| 6M | +10.1% | +4.7% | +5.4% | +6.4% |
| YTD | +54.1% | +56.5% | -2.4% | +23.1% |
| 1Y | +74.7% | +48.4% | +26.3% | +42.3% |
| 3Y | +72.0% | +59.1% | +12.8% | +30.8% |
| 5Y | +136.4% | +109.5% | +26.8% | +47.4% |
| 10Y | +434.6% | +487.0% | -52.3% | +125.1% |
| All | +434.6% | +546.3% | -111.6% | +125.1% |
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