+600.2%
NUE vs CAPR
-99.1%
+699.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +4.2% | -2.0% | +6.2% | +4.2% |
| 30D | -5.0% | +139.2% | -144.2% | -6.4% |
| 3M | -0.2% | -66.4% | +66.2% | +0.3% |
| 6M | +49.1% | -63.1% | +112.3% | +49.7% |
| YTD | +61.0% | -67.4% | +128.4% | +61.7% |
| 1Y | +82.5% | +58.2% | +24.3% | +73.8% |
| 3Y | +57.9% | +42.2% | +15.7% | +48.0% |
| 5Y | +146.6% | +87.3% | +59.3% | +128.7% |
| 10Y | +561.6% | -75.3% | +636.9% | +492.4% |
| All | +600.2% | -99.1% | +699.3% | +515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling