+440.7%
NUE vs CF
+478.3%
-37.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +6.1% | +5.4% | +0.8% | +4.2% |
| 30D | +2.7% | +6.5% | -3.8% | 0.0% |
| 3M | -3.8% | +4.6% | -8.5% | -6.1% |
| 6M | +14.0% | -3.3% | +17.3% | +13.7% |
| YTD | +61.2% | +63.9% | -2.7% | +26.7% |
| 1Y | +77.8% | +50.4% | +27.3% | +44.3% |
| 3Y | +78.2% | +68.2% | +9.9% | +32.8% |
| 5Y | +149.8% | +113.8% | +36.0% | +55.2% |
| All | +440.7% | +478.3% | -37.5% | +121.9% |
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