+1,521.0%
NUE vs CF
+5,948.3%
-4,427.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.8% |
| 7D | +4.2% | +6.0% | -1.8% | +1.7% |
| 30D | -5.0% | +14.8% | -19.8% | -10.6% |
| 3M | -0.2% | +14.1% | -14.3% | -6.3% |
| 6M | +49.1% | +28.5% | +20.6% | +28.6% |
| YTD | +61.0% | +74.9% | -13.9% | +21.3% |
| 1Y | +82.5% | +61.7% | +20.8% | +41.4% |
| 3Y | +57.9% | +80.3% | -22.4% | +11.9% |
| 5Y | +146.6% | +226.0% | -79.4% | +25.2% |
| 10Y | +561.6% | +569.9% | -8.3% | +123.3% |
| All | +1,521.0% | +5,948.3% | -4,427.3% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling