+146.2%
NUE vs CPB
-33.2%
+179.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.6% | -3.7% |
| 7D | +2.8% | -1.6% | +4.3% | +2.9% |
| 30D | -2.1% | +19.2% | -21.3% | -3.4% |
| 3M | -7.3% | -0.9% | -6.4% | -7.2% |
| 6M | +8.9% | +15.2% | -6.4% | +7.3% |
| YTD | +55.6% | -13.1% | +68.7% | +57.5% |
| 1Y | +74.7% | -22.4% | +97.1% | +79.1% |
| 3Y | +71.7% | -35.3% | +107.0% | +76.9% |
| All | +146.2% | -33.2% | +179.4% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling