+65.1%
CSGP vs NUE
+451.1%
-385.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -3.6% |
| 7D | -3.2% | -6.2% | +3.1% | -1.7% |
| 30D | +2.2% | +2.5% | -0.2% | +1.3% |
| 3M | -3.7% | -6.4% | +2.7% | -2.7% |
| 6M | -7.4% | +13.3% | -20.7% | -11.6% |
| YTD | -54.9% | +58.5% | -113.4% | -61.0% |
| 1Y | -54.9% | +81.9% | -136.8% | -62.5% |
| 3Y | -61.9% | +75.3% | -137.2% | -69.0% |
| 5Y | -63.1% | +149.9% | -213.0% | -73.6% |
| 10Y | +65.1% | +436.0% | -370.8% | -19.2% |
| All | +65.1% | +451.1% | -385.9% | -19.2% |
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