+126.6%
NUE vs CF
+120.6%
+6.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -10.6% | -3.2% | -7.4% | -10.1% |
| 30D | -0.6% | +4.3% | -4.9% | -1.7% |
| 3M | -9.7% | +2.8% | -12.5% | -10.6% |
| 6M | +5.1% | +0.6% | +4.5% | +4.0% |
| YTD | +51.4% | +56.6% | -5.2% | +30.4% |
| 1Y | +71.3% | +49.6% | +21.7% | +49.2% |
| 3Y | +66.8% | +61.5% | +5.4% | +38.3% |
| All | +126.6% | +120.6% | +6.1% | +73.2% |
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 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