+359.9%
CSCO vs NUE
+589.1%
-229.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -1.1% | -2.7% | +1.6% | -0.3% |
| 30D | -10.8% | -6.1% | -4.7% | -9.2% |
| 3M | -9.2% | +2.2% | -11.5% | -10.2% |
| 6M | +39.5% | +50.8% | -11.2% | +22.7% |
| YTD | +41.5% | +57.5% | -16.0% | +22.7% |
| 1Y | +61.0% | +82.5% | -21.5% | +32.9% |
| 3Y | +105.2% | +61.7% | +43.5% | +70.0% |
| 5Y | +113.4% | +145.1% | -31.7% | +44.2% |
| All | +359.9% | +589.1% | -229.3% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling