+97.4%
CB vs NUE
+142.0%
-44.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.2% |
| 7D | -0.6% | +1.8% | -2.4% | -0.9% |
| 30D | -3.9% | -6.0% | +2.1% | -3.2% |
| 3M | +4.9% | +1.4% | +3.5% | +4.5% |
| 6M | +3.3% | +52.8% | -49.6% | -3.2% |
| YTD | +8.5% | +58.1% | -49.6% | +1.2% |
| 1Y | +22.1% | +80.4% | -58.4% | +11.4% |
| 3Y | +70.1% | +62.3% | +7.8% | +54.9% |
| 5Y | +97.4% | +146.2% | -48.8% | +60.8% |
| All | +97.4% | +142.0% | -44.6% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling