+624.5%
NUE vs CNH
+42.8%
+581.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.1% |
| 7D | -2.4% | +6.7% | -9.1% | -5.6% |
| 30D | +3.8% | +7.2% | -3.4% | -0.1% |
| 3M | -3.7% | +17.5% | -21.2% | -12.4% |
| 6M | +13.2% | +15.0% | -1.7% | +3.0% |
| YTD | +61.6% | +36.8% | +24.8% | +33.5% |
| 1Y | +83.6% | +27.6% | +56.0% | +56.5% |
| 3Y | +78.6% | +34.3% | +44.3% | +43.9% |
| 5Y | +148.0% | -12.2% | +160.2% | +139.6% |
| 10Y | +449.9% | +113.9% | +336.0% | +243.7% |
| All | +624.5% | +42.8% | +581.6% | +352.4% |
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