+251.7%
CB vs NUE
+423.6%
-171.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.5% | +1.9% |
| 7D | +2.9% | +2.8% | +0.2% | +2.2% |
| 30D | +7.3% | -2.1% | +9.4% | +7.6% |
| 3M | +9.4% | -7.3% | +16.7% | +10.9% |
| 6M | +19.6% | +8.9% | +10.8% | +15.8% |
| YTD | +21.5% | +55.6% | -34.1% | +6.6% |
| 1Y | +28.0% | +74.7% | -46.7% | +8.8% |
| 3Y | +74.9% | +71.7% | +3.2% | +43.7% |
| 5Y | +108.1% | +141.2% | -33.1% | +43.1% |
| All | +251.7% | +423.6% | -171.9% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling