+14,317.4%
NUE vs CP
+7,669.4%
+6,648.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | +4.2% | -2.7% | +6.9% | +5.6% |
| 30D | -5.0% | +0.2% | -5.1% | -5.2% |
| 3M | -0.2% | +2.6% | -2.8% | -1.8% |
| 6M | +49.1% | +6.0% | +43.2% | +43.9% |
| YTD | +61.0% | +24.9% | +36.1% | +42.4% |
| 1Y | +82.5% | +20.1% | +62.4% | +64.5% |
| 3Y | +57.9% | +16.4% | +41.5% | +42.5% |
| 5Y | +146.6% | +31.7% | +114.8% | +107.3% |
| 10Y | +561.6% | +223.9% | +337.7% | +250.2% |
| All | +14,317.4% | +7,669.4% | +6,648.0% | +2,000.4% |
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