+82.5%
NUE vs CNH
+29.2%
+53.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -1.6% |
| 7D | +4.2% | +23.3% | -19.1% | -1.7% |
| 30D | -5.0% | +33.5% | -38.4% | -12.4% |
| 3M | -0.2% | +32.7% | -32.9% | -8.1% |
| 6M | +49.1% | +22.2% | +27.0% | +40.4% |
| YTD | +61.0% | +57.7% | +3.3% | +38.9% |
| 1Y | +82.5% | +28.0% | +54.6% | +61.5% |
| All | +82.5% | +29.2% | +53.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling