+62.6%
CSGP vs NUE
+445.3%
-382.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -7.1% | -2.4% | -4.7% | -6.6% |
| 30D | +3.6% | +3.8% | -0.2% | +2.3% |
| 3M | -2.7% | -3.7% | +0.9% | -2.5% |
| 6M | -8.0% | +13.2% | -21.3% | -12.2% |
| YTD | -55.0% | +61.6% | -116.6% | -61.3% |
| 1Y | -55.8% | +83.6% | -139.3% | -63.3% |
| 3Y | -62.0% | +78.6% | -140.6% | -69.2% |
| 5Y | -62.9% | +148.0% | -210.9% | -73.4% |
| 10Y | +62.6% | +449.9% | -387.3% | -21.0% |
| All | +62.6% | +445.3% | -382.6% | -21.0% |
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