-70.5%
CBRS vs NUE
+15.3%
-85.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -6.0% |
| 7D | -18.4% | -1.4% | -17.0% | -18.3% |
| 30D | -49.4% | +6.6% | -56.0% | -49.4% |
| 3M | -59.6% | -2.0% | -57.6% | -60.8% |
| All | -70.5% | +15.3% | -85.8% | -68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling