+117.4%
CSCO vs NUE
+144.7%
-27.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | -10.7% | -6.1% | -4.6% | -9.6% |
| 3M | -8.7% | +1.7% | -10.4% | -9.3% |
| 6M | +44.9% | +53.1% | -8.2% | +32.3% |
| YTD | +44.1% | +59.0% | -14.9% | +30.5% |
| 1Y | +65.9% | +85.3% | -19.5% | +45.1% |
| 3Y | +109.0% | +63.2% | +45.8% | +82.5% |
| All | +117.4% | +144.7% | -27.4% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling