+60.0%
CSGP vs NUE
+423.6%
-363.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.3% | +3.7% |
| 7D | +1.3% | +2.8% | -1.4% | +0.6% |
| 30D | +2.8% | -2.1% | +4.9% | +3.0% |
| 3M | -6.3% | -7.3% | +1.0% | -5.3% |
| 6M | -3.2% | +8.9% | -12.0% | -6.6% |
| YTD | -54.0% | +55.6% | -109.6% | -60.1% |
| 1Y | -54.8% | +74.7% | -129.5% | -62.1% |
| 3Y | -60.6% | +71.7% | -132.2% | -67.7% |
| 5Y | -62.6% | +141.2% | -203.8% | -73.0% |
| All | +60.0% | +423.6% | -363.6% | -20.5% |
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