+67.3%
CSGP vs NUE
+468.0%
-400.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | +1.8% |
| 7D | -1.8% | -10.2% | +8.4% | +0.8% |
| 30D | +5.3% | -0.4% | +5.7% | +5.1% |
| 3M | +3.3% | -8.4% | +11.7% | +4.9% |
| 6M | -4.7% | +10.1% | -14.8% | -8.3% |
| YTD | -53.5% | +54.1% | -107.6% | -59.6% |
| 1Y | -53.7% | +74.7% | -128.5% | -61.2% |
| 3Y | -59.7% | +72.0% | -131.7% | -67.0% |
| 5Y | -62.5% | +136.4% | -198.9% | -72.7% |
| 10Y | +67.3% | +434.6% | -367.4% | -18.2% |
| All | +67.3% | +468.0% | -400.8% | -18.2% |
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