+145.0%
NUE vs CF
+227.0%
-81.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | +4.2% | +6.0% | -1.8% | +2.9% |
| 30D | -5.0% | +14.8% | -19.8% | -7.9% |
| 3M | -0.2% | +14.1% | -14.3% | -3.4% |
| 6M | +49.1% | +28.5% | +20.6% | +37.0% |
| YTD | +61.0% | +74.9% | -13.9% | +35.6% |
| 1Y | +82.5% | +61.7% | +20.8% | +56.5% |
| 3Y | +57.9% | +80.3% | -22.4% | +27.6% |
| All | +145.0% | +227.0% | -81.9% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling