+62.3%
NUE vs CFG
+193.0%
-130.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | +1.8% | +2.7% | -0.9% | +0.4% |
| 30D | -6.0% | -3.7% | -2.3% | -4.0% |
| 3M | +1.4% | +9.5% | -8.0% | -3.2% |
| 6M | +52.8% | +22.2% | +30.6% | +37.5% |
| YTD | +58.1% | +22.3% | +35.8% | +41.7% |
| 1Y | +80.4% | +39.4% | +41.0% | +50.3% |
| 3Y | +62.3% | +188.5% | -126.2% | +3.4% |
| All | +62.3% | +193.0% | -130.7% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling