+65.0%
NUE vs CAPR
+36.9%
+28.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.6% |
| 7D | -2.3% | -12.6% | +10.3% | -2.1% |
| 30D | -6.1% | +124.4% | -130.5% | -7.3% |
| 3M | +1.7% | -66.8% | +68.4% | +2.3% |
| 6M | +53.1% | -71.8% | +124.9% | +54.3% |
| YTD | +59.0% | -70.1% | +129.1% | +60.1% |
| 1Y | +85.3% | +33.3% | +52.0% | +77.2% |
| All | +65.0% | +36.9% | +28.1% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling