-62.8%
CSGP vs NUE
+58.3%
-121.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.1% | +4.2% | -8.3% | -4.8% |
| 30D | +2.3% | -5.0% | +7.3% | +3.1% |
| 3M | -8.2% | -0.2% | -8.0% | -8.4% |
| 6M | -35.1% | +49.1% | -84.2% | -40.7% |
| YTD | -54.0% | +61.0% | -115.0% | -59.0% |
| 1Y | -65.3% | +82.5% | -147.8% | -70.1% |
| All | -62.8% | +58.3% | -121.1% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling