+7,236.4%
CB vs NUE
+4,569.8%
+2,666.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | -1.0% | -2.4% | +1.4% | -0.5% |
| 30D | +7.3% | +3.8% | +3.5% | +6.0% |
| 3M | +7.0% | -3.7% | +10.7% | +7.5% |
| 6M | +16.3% | +13.2% | +3.1% | +11.2% |
| YTD | +19.7% | +61.6% | -41.8% | +3.2% |
| 1Y | +27.8% | +83.6% | -55.8% | +6.2% |
| 3Y | +72.0% | +78.6% | -6.6% | +38.6% |
| 5Y | +104.9% | +148.0% | -43.1% | +43.3% |
| 10Y | +246.7% | +449.9% | -203.2% | +81.2% |
| All | +7,236.4% | +4,569.8% | +2,666.6% | +1,729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling