+3,264.4%
CSGP vs NUE
+4,466.0%
-1,201.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.1% | +4.2% | -8.3% | -5.2% |
| 30D | +2.3% | -5.0% | +7.3% | +3.5% |
| 3M | -8.2% | -0.2% | -8.0% | -8.7% |
| 6M | -35.1% | +49.1% | -84.2% | -42.7% |
| YTD | -54.0% | +61.0% | -115.0% | -60.5% |
| 1Y | -65.3% | +82.5% | -147.8% | -71.3% |
| 3Y | -62.6% | +57.9% | -120.5% | -68.6% |
| 5Y | -64.8% | +146.6% | -211.4% | -74.9% |
| 10Y | +45.1% | +561.6% | -516.5% | -27.5% |
| All | +3,264.4% | +4,466.0% | -1,201.6% | +805.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling