+82.5%
NUE vs CPB
-32.6%
+115.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.6% |
| 7D | +4.2% | -8.6% | +12.8% | +4.1% |
| 30D | -5.0% | -7.2% | +2.3% | -5.0% |
| 3M | -0.2% | +0.9% | -1.1% | -0.2% |
| 6M | +49.1% | -11.8% | +61.0% | +49.1% |
| YTD | +61.0% | -19.4% | +80.4% | +60.7% |
| 1Y | +82.5% | -30.4% | +112.9% | +83.4% |
| All | +82.5% | -32.6% | +115.1% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling