+40.0%
CVS vs NUE
+599.8%
-559.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.1% |
| 7D | -2.2% | -0.6% | -1.5% | -2.0% |
| 30D | -0.1% | -4.6% | +4.5% | +1.0% |
| 3M | -5.2% | -0.3% | -4.9% | -5.5% |
| 6M | +26.9% | +51.9% | -25.0% | +12.4% |
| YTD | +22.1% | +60.0% | -37.9% | +6.5% |
| 1Y | +30.8% | +82.9% | -52.1% | +9.7% |
| 3Y | +54.4% | +66.0% | -11.6% | +29.8% |
| 5Y | +33.4% | +149.0% | -115.6% | -5.8% |
| All | +40.0% | +599.8% | -559.8% | -36.2% |
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