+145.1%
NUE vs CRL
-38.6%
+183.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -2.7% | -6.9% | +4.3% | -0.7% |
| 30D | -6.1% | -3.2% | -2.9% | -5.3% |
| 3M | +2.2% | +46.5% | -44.3% | -8.9% |
| 6M | +50.8% | +63.1% | -12.3% | +29.0% |
| YTD | +57.5% | +36.9% | +20.7% | +40.9% |
| 1Y | +82.5% | +78.1% | +4.3% | +49.2% |
| 3Y | +61.7% | +36.7% | +25.0% | +37.4% |
| 5Y | +145.1% | -38.1% | +183.2% | +131.3% |
| All | +145.1% | -38.6% | +183.7% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling