+82.5%
NUE vs CNH
+20.2%
+62.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.2% |
| 7D | -2.7% | -2.5% | -0.2% | -2.1% |
| 30D | -6.1% | +27.0% | -33.1% | -12.3% |
| 3M | +2.2% | +32.6% | -30.4% | -6.0% |
| 6M | +50.8% | +23.6% | +27.2% | +40.8% |
| YTD | +57.5% | +47.8% | +9.7% | +38.6% |
| 1Y | +82.5% | +21.3% | +61.2% | +62.6% |
| All | +82.5% | +20.2% | +62.3% | +62.6% |
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