+14,142.9%
NUE vs CRS
+9,806.3%
+4,336.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -0.5% | -1.7% | -2.1% |
| 30D | -6.1% | -18.1% | +12.0% | +3.3% |
| 3M | +1.7% | -12.4% | +14.1% | +7.1% |
| 6M | +53.1% | +15.9% | +37.1% | +38.9% |
| YTD | +59.0% | +45.8% | +13.2% | +27.1% |
| 1Y | +85.3% | +87.8% | -2.4% | +27.5% |
| 3Y | +63.2% | +648.7% | -585.5% | -47.9% |
| 5Y | +146.8% | +1,416.6% | -1,269.8% | -48.1% |
| 10Y | +584.3% | +1,412.7% | -828.4% | +17.5% |
| All | +14,142.9% | +9,806.3% | +4,336.6% | +836.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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