+440.7%
NUE vs CP
+259.0%
+181.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | +6.1% | +0.9% | +5.2% | +5.5% |
| 30D | +2.7% | +10.3% | -7.6% | -3.8% |
| 3M | -3.8% | +2.3% | -6.1% | -5.6% |
| 6M | +14.0% | +10.7% | +3.3% | +6.1% |
| YTD | +61.2% | +29.3% | +31.9% | +34.7% |
| 1Y | +77.8% | +31.5% | +46.3% | +47.1% |
| 3Y | +78.2% | +36.7% | +41.5% | +39.3% |
| 5Y | +149.8% | +26.8% | +123.1% | +102.4% |
| All | +440.7% | +259.0% | +181.7% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling