+132.5%
CNP vs NUE
+589.1%
-456.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.2% | -2.7% | +0.5% | -1.6% |
| 30D | -2.1% | -6.1% | +4.0% | -0.9% |
| 3M | -7.9% | +2.2% | -10.2% | -8.7% |
| 6M | -8.3% | +50.8% | -59.1% | -16.4% |
| YTD | +3.8% | +57.5% | -53.8% | -6.5% |
| 1Y | +5.9% | +82.5% | -76.6% | -8.0% |
| 3Y | +49.3% | +61.7% | -12.4% | +29.7% |
| 5Y | +69.3% | +145.1% | -75.9% | +23.4% |
| All | +132.5% | +589.1% | -456.6% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling