+13,834.6%
NUE vs CP
+7,903.1%
+5,931.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | +2.8% | +2.1% | +0.6% | +1.6% |
| 30D | -2.1% | +9.3% | -11.4% | -6.7% |
| 3M | -7.3% | +0.5% | -7.8% | -7.8% |
| 6M | +8.9% | +10.4% | -1.5% | +2.9% |
| YTD | +55.6% | +28.7% | +26.9% | +35.3% |
| 1Y | +74.7% | +33.2% | +41.5% | +49.2% |
| 3Y | +71.7% | +38.4% | +33.2% | +41.4% |
| 5Y | +141.2% | +26.2% | +115.0% | +107.3% |
| 10Y | +429.6% | +258.4% | +171.2% | +166.3% |
| All | +13,834.6% | +7,903.1% | +5,931.5% | +1,895.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling