+65.0%
NUE vs CNH
+9.4%
+55.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | -2.3% | +1.8% | -4.1% | -3.1% |
| 30D | -6.1% | +32.6% | -38.7% | -16.3% |
| 3M | +1.7% | +29.4% | -27.8% | -8.9% |
| 6M | +53.1% | +26.0% | +27.1% | +37.5% |
| YTD | +59.0% | +52.2% | +6.8% | +31.0% |
| 1Y | +85.3% | +23.9% | +61.5% | +66.3% |
| All | +65.0% | +9.4% | +55.6% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling