+1,812.7%
CNP vs NUE
+14,617.8%
-12,805.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +1.1% | +4.2% | -3.1% | +0.3% |
| 30D | -1.8% | -5.0% | +3.1% | -1.0% |
| 3M | -4.6% | -0.2% | -4.4% | -4.9% |
| 6M | -8.8% | +49.1% | -58.0% | -16.0% |
| YTD | +5.2% | +61.0% | -55.8% | -4.5% |
| 1Y | +8.3% | +82.5% | -74.2% | -4.4% |
| 3Y | +54.9% | +57.9% | -3.0% | +37.2% |
| 5Y | +73.5% | +146.6% | -73.1% | +35.8% |
| 10Y | +139.1% | +561.6% | -422.5% | +47.7% |
| All | +1,812.7% | +14,617.8% | -12,805.1% | +611.8% |
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 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