+14.0%
NUE vs CAPR
-67.6%
+81.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.5% | -0.2% |
| 7D | +6.1% | +19.1% | -12.9% | +6.1% |
| 30D | +2.7% | +48.8% | -46.1% | +2.8% |
| 3M | -3.8% | +144.4% | -148.2% | -3.5% |
| 6M | +14.0% | -67.5% | +81.5% | +28.5% |
| All | +14.0% | -67.6% | +81.6% | +28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling