+565.3%
NUE vs CAPR
-78.6%
+643.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.9% |
| 7D | -2.7% | -10.6% | +7.9% | -2.5% |
| 30D | -6.1% | +111.2% | -117.3% | -7.7% |
| 3M | +2.2% | -67.2% | +69.5% | +3.1% |
| 6M | +50.8% | -75.1% | +125.9% | +52.7% |
| YTD | +57.5% | -71.2% | +128.8% | +58.9% |
| 1Y | +82.5% | +31.1% | +51.3% | +71.2% |
| 3Y | +61.7% | +31.3% | +30.4% | +47.1% |
| 5Y | +145.1% | +69.4% | +75.8% | +119.1% |
| All | +565.3% | -78.6% | +643.9% | +463.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling