+14,317.4%
NUE vs CCEP
+6,869.6%
+7,447.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | +4.2% | -3.1% | +7.3% | +5.2% |
| 30D | -5.0% | -2.6% | -2.4% | -4.3% |
| 3M | -0.2% | +14.9% | -15.1% | -4.8% |
| 6M | +49.1% | +2.3% | +46.9% | +47.4% |
| YTD | +61.0% | +17.8% | +43.1% | +52.0% |
| 1Y | +82.5% | +24.2% | +58.3% | +69.1% |
| 3Y | +57.9% | +84.7% | -26.8% | +27.8% |
| 5Y | +146.6% | +103.2% | +43.4% | +92.2% |
| 10Y | +561.6% | +257.4% | +304.2% | +329.1% |
| All | +14,317.4% | +6,869.6% | +7,447.8% | +3,728.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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