+7,100.1%
CB vs NUE
+4,352.8%
+2,747.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.9% |
| 7D | -1.5% | -10.2% | +8.7% | +1.3% |
| 30D | +6.5% | -0.4% | +7.0% | +6.4% |
| 3M | +4.1% | -8.4% | +12.4% | +6.0% |
| 6M | +14.4% | +10.1% | +4.3% | +10.1% |
| YTD | +17.5% | +54.1% | -36.6% | +2.6% |
| 1Y | +27.5% | +74.7% | -47.2% | +7.4% |
| 3Y | +71.6% | +72.0% | -0.4% | +39.7% |
| 5Y | +100.6% | +136.4% | -35.8% | +42.1% |
| 10Y | +243.0% | +434.6% | -191.6% | +80.5% |
| All | +7,100.1% | +4,352.8% | +2,747.3% | +1,718.9% |
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