+1,886.0%
CNP vs NUE
+14,124.9%
-12,239.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +1.2% |
| 7D | +1.3% | +2.8% | -1.5% | +0.8% |
| 30D | +3.8% | -2.1% | +5.9% | +4.1% |
| 3M | +2.4% | -7.3% | +9.7% | +3.5% |
| 6M | -1.2% | +8.9% | -10.0% | -3.3% |
| YTD | +9.3% | +55.6% | -46.3% | -0.5% |
| 1Y | +6.4% | +74.7% | -68.2% | -5.2% |
| 3Y | +66.4% | +71.7% | -5.3% | +44.8% |
| 5Y | +75.7% | +141.2% | -65.5% | +38.3% |
| 10Y | +145.1% | +429.6% | -284.4% | +57.7% |
| All | +1,886.0% | +14,124.9% | -12,239.0% | +642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling