-67.0%
CSGP vs NUE
+147.3%
-214.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -5.4% | -2.3% | -3.1% | -4.8% |
| 30D | -6.0% | -6.1% | 0.0% | -4.8% |
| 3M | -12.8% | +1.7% | -14.5% | -13.7% |
| 6M | -38.9% | +53.1% | -92.0% | -46.0% |
| YTD | -56.0% | +59.0% | -115.1% | -61.7% |
| 1Y | -66.4% | +85.3% | -151.8% | -72.2% |
| 3Y | -64.2% | +63.2% | -127.4% | -70.1% |
| 5Y | -67.0% | +146.8% | -213.8% | -76.1% |
| All | -67.0% | +147.3% | -214.3% | -76.1% |
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