+5,923.5%
NUE vs CRL
+1,379.5%
+4,544.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | 0.0% |
| 7D | +4.2% | -1.0% | +5.2% | +4.6% |
| 30D | -5.0% | +10.7% | -15.6% | -8.1% |
| 3M | -0.2% | +55.3% | -55.5% | -13.8% |
| 6M | +49.1% | +60.7% | -11.5% | +26.1% |
| YTD | +61.0% | +44.6% | +16.4% | +39.7% |
| 1Y | +82.5% | +77.7% | +4.8% | +47.0% |
| 3Y | +57.9% | +37.6% | +20.3% | +31.4% |
| 5Y | +146.6% | -35.8% | +182.4% | +153.6% |
| 10Y | +561.6% | +241.7% | +319.9% | +285.3% |
| All | +5,923.5% | +1,379.5% | +4,544.0% | +2,596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling