+87.8%
NUE vs CNH
+15.2%
+72.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.4% | +6.5% | -7.9% | -3.0% |
| 30D | +6.6% | -12.0% | +18.5% | +10.0% |
| 3M | -2.0% | +4.4% | -6.4% | -3.7% |
| 6M | +19.2% | +15.7% | +3.5% | +13.0% |
| YTD | +65.6% | +28.2% | +37.4% | +49.6% |
| 1Y | +87.8% | +14.8% | +73.1% | +75.6% |
| All | +87.8% | +15.2% | +72.6% | +75.6% |
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