+87.8%
NUE vs CP
+35.2%
+52.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.5% | -3.6% |
| 7D | -1.4% | +5.6% | -7.0% | -3.9% |
| 30D | +6.6% | +10.0% | -3.5% | +1.7% |
| 3M | -2.0% | +4.4% | -6.4% | -4.3% |
| 6M | +19.2% | +14.1% | +5.2% | +10.9% |
| YTD | +65.6% | +29.1% | +36.6% | +41.4% |
| 1Y | +87.8% | +34.6% | +53.3% | +56.6% |
| All | +87.8% | +35.2% | +52.6% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling