+848.7%
NUE vs CG
+341.4%
+507.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.9% |
| 7D | +1.8% | -1.3% | +3.0% | +2.3% |
| 30D | -6.0% | -3.2% | -2.8% | -5.0% |
| 3M | +1.4% | +6.2% | -4.8% | -1.5% |
| 6M | +52.8% | -4.7% | +57.5% | +54.2% |
| YTD | +58.1% | -20.6% | +78.7% | +70.1% |
| 1Y | +80.4% | -26.4% | +106.8% | +98.9% |
| 3Y | +62.3% | +55.4% | +6.9% | +28.5% |
| 5Y | +146.2% | +9.8% | +136.4% | +113.9% |
| 10Y | +549.5% | +341.4% | +208.1% | +240.9% |
| All | +848.7% | +341.4% | +507.4% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling