+82.9%
NUE vs CFG
+40.1%
+42.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.0% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -4.6% | -4.6% | +0.1% | -2.4% |
| 3M | -0.3% | +6.7% | -7.0% | -3.0% |
| 6M | +51.9% | +22.1% | +29.8% | +39.3% |
| YTD | +60.0% | +23.2% | +36.8% | +46.2% |
| 1Y | +82.9% | +40.3% | +42.6% | +59.9% |
| All | +82.9% | +40.1% | +42.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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