+74.7%
NUE vs CRL
+99.6%
-24.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.3% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -2.1% | +11.9% | -14.0% | -4.2% |
| 3M | -7.3% | +20.2% | -27.5% | -10.4% |
| 6M | +8.9% | +107.5% | -98.7% | -3.6% |
| YTD | +55.6% | +69.4% | -13.8% | +39.1% |
| 1Y | +74.7% | +99.7% | -25.1% | +45.5% |
| All | +74.7% | +99.6% | -24.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling