+220,291.8%
CSCO vs NUE
+16,947.1%
+203,344.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -0.5% | +1.8% | -2.3% | -1.1% |
| 30D | -10.1% | -6.0% | -4.1% | -8.4% |
| 3M | -11.7% | +1.4% | -13.2% | -12.6% |
| 6M | +40.1% | +52.8% | -12.7% | +21.2% |
| YTD | +43.8% | +58.1% | -14.3% | +22.8% |
| 1Y | +66.6% | +80.4% | -13.8% | +35.5% |
| 3Y | +108.5% | +62.3% | +46.2% | +69.8% |
| 5Y | +114.0% | +146.2% | -32.2% | +42.9% |
| 10Y | +366.8% | +549.5% | -182.7% | +110.0% |
| All | +220,291.8% | +16,947.1% | +203,344.7% | +27,431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling