+597.7%
NUE vs CNH
+36.2%
+561.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | +2.8% | +3.0% | -0.3% | +0.9% |
| 30D | -2.1% | -0.6% | -1.5% | -2.4% |
| 3M | -7.3% | +14.6% | -22.0% | -14.8% |
| 6M | +8.9% | +11.8% | -2.9% | +0.2% |
| YTD | +55.6% | +30.4% | +25.2% | +31.4% |
| 1Y | +74.7% | +19.1% | +55.6% | +53.7% |
| 3Y | +71.7% | +30.2% | +41.5% | +40.1% |
| 5Y | +141.2% | -17.8% | +159.0% | +140.1% |
| 10Y | +429.6% | +103.9% | +325.6% | +238.1% |
| All | +597.7% | +36.2% | +561.5% | +345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling