+65.2%
CSGP vs NUE
+495.4%
-430.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | +1.3% | -10.6% | +11.8% | +4.0% |
| 30D | +10.7% | -0.6% | +11.3% | +10.5% |
| 3M | +3.3% | -9.7% | +13.0% | +5.2% |
| 6M | -10.3% | +5.1% | -15.4% | -12.7% |
| YTD | -54.6% | +51.4% | -106.0% | -60.2% |
| 1Y | -54.6% | +71.3% | -126.0% | -61.7% |
| 3Y | -60.3% | +66.8% | -127.2% | -67.2% |
| 5Y | -63.3% | +134.8% | -198.1% | -73.2% |
| All | +65.2% | +495.4% | -430.2% | -18.8% |
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