+6,646.7%
CB vs NUE
+4,553.1%
+2,093.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.5% | +4.2% | -3.7% | -0.7% |
| 30D | -3.1% | -5.0% | +1.9% | -1.9% |
| 3M | +9.0% | -0.2% | +9.2% | +8.3% |
| 6M | +2.9% | +49.1% | -46.3% | -8.8% |
| YTD | +10.1% | +61.0% | -50.9% | -4.6% |
| 1Y | +22.8% | +82.5% | -59.7% | +2.2% |
| 3Y | +73.8% | +57.9% | +15.9% | +45.3% |
| 5Y | +99.2% | +146.6% | -47.4% | +39.4% |
| 10Y | +218.2% | +561.6% | -343.4% | +57.8% |
| All | +6,646.7% | +4,553.1% | +2,093.6% | +1,590.8% |
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 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