-63.7%
CSGP vs NUE
+147.6%
-211.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -6.1% | +6.1% | -12.2% | -7.4% |
| 30D | +0.3% | +2.7% | -2.4% | -0.6% |
| 3M | -1.3% | -3.8% | +2.5% | -1.0% |
| 6M | -8.9% | +14.0% | -22.9% | -13.0% |
| YTD | -55.2% | +61.2% | -116.4% | -61.5% |
| 1Y | -56.4% | +77.8% | -134.2% | -63.6% |
| 3Y | -62.2% | +78.2% | -140.4% | -69.5% |
| 5Y | -63.7% | +149.8% | -213.5% | -74.4% |
| All | -63.7% | +147.6% | -211.3% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling