+5.6%
CNC vs NUE
+146.6%
-141.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -1.0% | -4.6% | +3.6% | -0.4% |
| 3M | +4.5% | -0.3% | +4.9% | +4.4% |
| 6M | +85.2% | +51.9% | +33.3% | +74.0% |
| YTD | +61.4% | +60.0% | +1.4% | +50.4% |
| 1Y | +94.9% | +82.9% | +12.0% | +78.5% |
| 3Y | 0.0% | +66.0% | -66.0% | -8.3% |
| All | +5.6% | +146.6% | -141.0% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling