+495.9%
NUE vs CFG
+361.3%
+134.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.8% |
| 7D | +2.8% | +3.2% | -0.4% | +1.1% |
| 30D | -2.1% | +5.1% | -7.2% | -4.6% |
| 3M | -7.3% | -11.2% | +3.9% | -1.6% |
| 6M | +8.9% | +9.6% | -0.7% | +3.5% |
| YTD | +55.6% | +15.0% | +40.6% | +43.7% |
| 1Y | +74.7% | +29.9% | +44.8% | +51.5% |
| 3Y | +71.7% | +192.1% | -120.4% | -3.7% |
| 5Y | +141.2% | +62.3% | +78.9% | +75.7% |
| 10Y | +429.6% | +219.2% | +210.4% | +154.0% |
| All | +495.9% | +361.3% | +134.6% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling