+82.5%
NUE vs CAPR
+48.7%
+33.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +4.2% | -2.0% | +6.2% | +4.2% |
| 30D | -5.0% | +139.2% | -144.2% | -5.7% |
| 3M | -0.2% | -66.4% | +66.2% | +0.2% |
| 6M | +49.1% | -63.1% | +112.3% | +49.6% |
| YTD | +61.0% | -67.4% | +128.4% | +61.6% |
| 1Y | +82.5% | +58.2% | +24.3% | +78.7% |
| All | +82.5% | +48.7% | +33.8% | +78.7% |
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