+155.9%
NUE vs CHD
+20.9%
+135.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -0.6% | -4.5% | +3.8% | +0.1% |
| 30D | -4.6% | -6.7% | +2.2% | -3.6% |
| 3M | -0.3% | -2.7% | +2.4% | +0.1% |
| 6M | +51.9% | -4.9% | +56.8% | +52.9% |
| YTD | +60.0% | +13.3% | +46.6% | +56.9% |
| 1Y | +82.9% | +1.0% | +81.9% | +82.5% |
| 3Y | +66.0% | +1.3% | +64.6% | +62.8% |
| All | +155.9% | +20.9% | +135.0% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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