+507.1%
NUE vs CFG
+358.2%
+148.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | -6.2% | +0.7% | -6.9% | -6.5% |
| 30D | +2.5% | +2.8% | -0.3% | +1.0% |
| 3M | -6.4% | -10.1% | +3.7% | -1.2% |
| 6M | +13.3% | +3.2% | +10.1% | +11.0% |
| YTD | +58.5% | +14.2% | +44.3% | +47.0% |
| 1Y | +81.9% | +27.4% | +54.5% | +59.3% |
| 3Y | +75.3% | +187.6% | -112.3% | -0.9% |
| 5Y | +149.9% | +65.7% | +84.2% | +80.1% |
| 10Y | +436.0% | +219.7% | +216.3% | +157.0% |
| All | +507.1% | +358.2% | +148.9% | +148.7% |
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