+97.5%
CSCO vs NUE
+72.4%
+25.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.5% | -2.8% | -5.4% |
| 7D | +1.9% | +2.8% | -0.9% | +1.3% |
| 30D | -15.8% | -2.1% | -13.7% | -15.3% |
| 3M | -15.4% | -7.3% | -8.1% | -14.0% |
| 6M | -5.4% | +8.9% | -14.3% | -7.3% |
| YTD | +26.5% | +55.6% | -29.1% | +14.3% |
| 1Y | +25.9% | +74.7% | -48.8% | +10.9% |
| 3Y | +97.5% | +71.7% | +25.9% | +56.3% |
| All | +97.5% | +72.4% | +25.1% | +56.3% |
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