+13,834.6%
NUE vs CCEP
+7,713.8%
+6,120.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.9% |
| 7D | +2.8% | +2.1% | +0.7% | +2.1% |
| 30D | -2.1% | +10.6% | -12.7% | -5.4% |
| 3M | -7.3% | +10.3% | -17.6% | -10.5% |
| 6M | +8.9% | +31.1% | -22.2% | -0.7% |
| YTD | +55.6% | +32.1% | +23.5% | +41.2% |
| 1Y | +74.7% | +32.8% | +41.8% | +58.2% |
| 3Y | +71.7% | +111.3% | -39.7% | +32.8% |
| 5Y | +141.2% | +147.5% | -6.3% | +76.6% |
| 10Y | +429.6% | +338.1% | +91.5% | +223.2% |
| All | +13,834.6% | +7,713.8% | +6,120.8% | +3,457.9% |
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