+565.3%
NUE vs CNH
+157.1%
+408.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | +0.5% |
| 7D | -2.7% | -2.5% | -0.2% | -1.6% |
| 30D | -6.1% | +27.0% | -33.1% | -17.6% |
| 3M | +2.2% | +32.6% | -30.4% | -12.9% |
| 6M | +50.8% | +23.6% | +27.2% | +31.3% |
| YTD | +57.5% | +47.8% | +9.7% | +24.2% |
| 1Y | +82.5% | +21.3% | +61.2% | +58.8% |
| 3Y | +61.7% | +7.0% | +54.7% | +44.8% |
| 5Y | +145.1% | +10.2% | +135.0% | +110.2% |
| All | +565.3% | +157.1% | +408.2% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling