-20.0%
CPNG vs NUE
+61.7%
-81.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.9% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -7.4% | -4.6% | -2.8% | -6.9% |
| 3M | -12.3% | -0.3% | -12.0% | -12.4% |
| 6M | -19.4% | +51.9% | -71.3% | -23.7% |
| YTD | -35.9% | +60.0% | -95.9% | -39.6% |
| 1Y | -53.4% | +82.9% | -136.3% | -56.9% |
| 3Y | -20.0% | +66.0% | -86.0% | -31.0% |
| All | -20.0% | +61.7% | -81.7% | -31.0% |
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