-32.5%
CBRS vs NUE
+12.1%
-44.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.8% | +10.2% |
| 7D | +17.3% | +4.2% | +13.1% | +18.1% |
| 30D | -2.0% | -5.0% | +3.0% | -4.2% |
| 3M | -2.5% | -0.2% | -2.3% | +5.2% |
| All | -32.5% | +12.1% | -44.6% | -27.8% |
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 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