+87.8%
NUE vs CAPR
+47.4%
+40.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.3% | -10.3% | -2.1% |
| 7D | -1.4% | +43.2% | -44.6% | -1.7% |
| 30D | +6.6% | +14.7% | -8.1% | +6.4% |
| 3M | -2.0% | +113.9% | -115.9% | -2.6% |
| 6M | +19.2% | -73.4% | +92.6% | +19.8% |
| YTD | +65.6% | -69.1% | +134.7% | +66.1% |
| 1Y | +87.8% | +47.2% | +40.7% | +85.2% |
| All | +87.8% | +47.4% | +40.4% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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