+5.6%
CVS vs NUE
+86.4%
-80.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.1% | -10.5% | -12.0% |
| 7D | -11.1% | -1.4% | -9.7% | -10.8% |
| 30D | -7.4% | +6.6% | -14.0% | -8.8% |
| 3M | -22.9% | -2.0% | -20.9% | -22.5% |
| 6M | -1.2% | +19.2% | -20.4% | -6.8% |
| YTD | +3.9% | +65.6% | -61.8% | -13.9% |
| 1Y | +5.6% | +87.8% | -82.3% | -17.1% |
| All | +5.6% | +86.4% | -80.9% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling