+14,142.9%
NUE vs CHD
+9,868.9%
+4,273.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -2.3% | -4.2% | +1.9% | -1.2% |
| 30D | -6.1% | -7.6% | +1.5% | -4.2% |
| 3M | +1.7% | -1.6% | +3.3% | +2.0% |
| 6M | +53.1% | -6.3% | +59.4% | +55.2% |
| YTD | +59.0% | +14.6% | +44.5% | +52.9% |
| 1Y | +85.3% | +1.6% | +83.7% | +83.3% |
| 3Y | +63.2% | +3.1% | +60.1% | +58.7% |
| 5Y | +146.8% | +21.1% | +125.7% | +127.7% |
| 10Y | +584.3% | +128.6% | +455.7% | +415.8% |
| All | +14,142.9% | +9,868.9% | +4,273.9% | +4,191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling