+18.7%
CTSH vs NUE
+589.1%
-570.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | -9.8% | -2.7% | -7.1% | -9.0% |
| 30D | +0.1% | -6.1% | +6.2% | +1.8% |
| 3M | +13.2% | +2.2% | +11.0% | +11.7% |
| 6M | -6.2% | +50.8% | -57.0% | -18.8% |
| YTD | -28.5% | +57.5% | -86.0% | -39.2% |
| 1Y | -13.8% | +82.5% | -96.2% | -30.4% |
| 3Y | -13.7% | +61.7% | -75.4% | -29.9% |
| 5Y | -16.7% | +145.1% | -161.8% | -44.2% |
| All | +18.7% | +589.1% | -570.4% | -47.2% |
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 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