+3,787.7%
NUE vs CNI
+6,457.9%
-2,670.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.6% |
| 7D | -2.7% | -1.1% | -1.6% | -2.0% |
| 30D | -6.1% | -3.5% | -2.5% | -3.9% |
| 3M | +2.2% | +2.2% | 0.0% | +0.4% |
| 6M | +50.8% | +15.1% | +35.7% | +36.2% |
| YTD | +57.5% | +24.7% | +32.9% | +34.4% |
| 1Y | +82.5% | +33.4% | +49.1% | +48.2% |
| 3Y | +61.7% | +19.5% | +42.2% | +39.8% |
| 5Y | +145.1% | +12.6% | +132.6% | +120.0% |
| 10Y | +577.8% | +134.7% | +443.1% | +272.7% |
| All | +3,787.7% | +6,457.9% | -2,670.2% | +398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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