+62.3%
NUE vs CP
+20.4%
+41.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +1.8% | +2.4% | -0.6% | +0.6% |
| 30D | -6.0% | -0.5% | -5.4% | -5.9% |
| 3M | +1.4% | +1.4% | 0.0% | +0.4% |
| 6M | +52.8% | +10.3% | +42.5% | +44.7% |
| YTD | +58.1% | +24.3% | +33.8% | +40.7% |
| 1Y | +80.4% | +20.4% | +60.0% | +62.7% |
| 3Y | +62.3% | +21.8% | +40.5% | +45.2% |
| All | +62.3% | +20.4% | +41.9% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling