+440.7%
NUE vs CNH
+107.0%
+333.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +1.8% |
| 7D | +6.1% | +6.4% | -0.3% | +2.4% |
| 30D | +2.7% | -1.6% | +4.4% | +2.9% |
| 3M | -3.8% | +11.6% | -15.4% | -11.1% |
| 6M | +14.0% | +12.5% | +1.5% | +3.8% |
| YTD | +61.2% | +31.1% | +30.1% | +33.4% |
| 1Y | +77.8% | +17.0% | +60.8% | +55.9% |
| 3Y | +78.2% | +28.7% | +49.5% | +42.6% |
| 5Y | +149.8% | -17.4% | +167.3% | +146.9% |
| All | +440.7% | +107.0% | +333.7% | +195.1% |
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