+81.9%
NUE vs CF
+50.8%
+31.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.9% |
| 7D | -6.2% | +4.8% | -11.0% | -6.1% |
| 30D | +2.5% | +9.7% | -7.2% | +2.5% |
| 3M | -6.4% | +1.2% | -7.6% | -5.8% |
| 6M | +13.3% | +7.4% | +5.9% | +13.6% |
| YTD | +58.5% | +60.5% | -2.0% | +40.1% |
| 1Y | +81.9% | +50.7% | +31.1% | +64.0% |
| All | +81.9% | +50.8% | +31.0% | +64.0% |
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