+146.2%
NUE vs CNH
+7.1%
+139.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | +0.8% |
| 7D | +1.8% | +8.8% | -7.0% | -2.3% |
| 30D | -6.0% | +24.7% | -30.6% | -15.9% |
| 3M | +1.4% | +27.3% | -25.9% | -10.7% |
| 6M | +52.8% | +23.2% | +29.7% | +35.2% |
| YTD | +58.1% | +48.9% | +9.2% | +26.3% |
| 1Y | +80.4% | +19.4% | +61.0% | +60.5% |
| 3Y | +62.3% | +7.8% | +54.5% | +47.5% |
| 5Y | +146.2% | +8.7% | +137.5% | +111.7% |
| All | +146.2% | +7.1% | +139.1% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling