-46.8%
CPNG vs NUE
+82.6%
-129.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -7.4% | +4.2% | -11.7% | -7.7% |
| 30D | -4.4% | -5.0% | +0.5% | -4.0% |
| 3M | -7.5% | -0.2% | -7.3% | -7.2% |
| 6M | -19.9% | +49.1% | -69.1% | -23.4% |
| YTD | -35.2% | +61.0% | -96.2% | -37.4% |
| 1Y | -46.8% | +82.5% | -129.3% | -49.7% |
| All | -46.8% | +82.6% | -129.4% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling