-13.9%
CTSH vs NUE
+60.7%
-74.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -8.2% | -2.3% | -5.9% | -7.7% |
| 30D | +0.4% | -6.1% | +6.5% | +1.6% |
| 3M | +10.6% | +1.7% | +8.9% | +9.7% |
| 6M | -8.8% | +53.1% | -61.9% | -18.6% |
| YTD | -28.6% | +59.0% | -87.7% | -37.1% |
| 1Y | -15.9% | +85.3% | -101.3% | -29.2% |
| All | -13.9% | +60.7% | -74.6% | -29.2% |
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 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