+146.2%
NUE vs CAPR
+172.3%
-26.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.9% | +3.5% | -3.3% |
| 7D | +2.8% | +5.9% | -3.1% | +2.6% |
| 30D | -2.1% | +44.6% | -46.7% | -2.8% |
| 3M | -7.3% | +126.4% | -133.7% | -9.0% |
| 6M | +8.9% | -68.6% | +77.4% | +9.6% |
| YTD | +55.6% | -67.0% | +122.6% | +56.2% |
| 1Y | +74.7% | +65.2% | +9.5% | +63.9% |
| 3Y | +71.7% | +235.6% | -163.9% | +42.4% |
| All | +146.2% | +172.3% | -26.1% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling