+71.7%
NUE vs CG
+46.4%
+25.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.9% |
| 7D | +2.8% | +0.2% | +2.6% | +2.5% |
| 30D | -2.1% | +11.2% | -13.3% | -6.3% |
| 3M | -7.3% | -22.1% | +14.8% | +1.6% |
| 6M | +8.9% | -17.9% | +26.8% | +16.4% |
| YTD | +55.6% | -31.3% | +86.9% | +76.7% |
| 1Y | +74.7% | -24.0% | +98.6% | +89.2% |
| 3Y | +71.7% | +45.0% | +26.7% | +57.3% |
| All | +71.7% | +46.4% | +25.3% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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