+145.1%
NUE vs CFG
+96.1%
+49.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.7% | -1.7% | -1.0% | -1.8% |
| 30D | -6.1% | -4.6% | -1.5% | -3.8% |
| 3M | +2.2% | +7.9% | -5.7% | -1.5% |
| 6M | +50.8% | +19.9% | +30.9% | +37.7% |
| YTD | +57.5% | +21.7% | +35.8% | +42.4% |
| 1Y | +82.5% | +38.4% | +44.0% | +54.2% |
| 3Y | +61.7% | +187.0% | -125.3% | -3.6% |
| 5Y | +145.1% | +99.5% | +45.6% | +60.8% |
| All | +145.1% | +96.1% | +49.0% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling