+146.8%
NUE vs CP
+30.0%
+116.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | -2.3% | +0.6% | -2.9% | -2.7% |
| 30D | -6.1% | -0.5% | -5.6% | -6.0% |
| 3M | +1.7% | +0.1% | +1.6% | +1.2% |
| 6M | +53.1% | +7.8% | +45.3% | +45.4% |
| YTD | +59.0% | +22.9% | +36.2% | +39.5% |
| 1Y | +85.3% | +21.3% | +64.0% | +63.3% |
| 3Y | +63.2% | +20.4% | +42.9% | +40.5% |
| 5Y | +146.8% | +34.9% | +111.9% | +85.2% |
| All | +146.8% | +30.0% | +116.8% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling