+66.4%
CNP vs NUE
+72.4%
-6.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +0.7% |
| 7D | +1.3% | +2.8% | -1.5% | +1.2% |
| 30D | +3.8% | -2.1% | +5.9% | +3.9% |
| 3M | +2.4% | -7.3% | +9.7% | +2.6% |
| 6M | -1.2% | +8.9% | -10.0% | -1.5% |
| YTD | +9.3% | +55.6% | -46.3% | +7.6% |
| 1Y | +6.4% | +74.7% | -68.2% | +4.4% |
| 3Y | +66.4% | +71.7% | -5.3% | +60.8% |
| All | +66.4% | +72.4% | -6.1% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling