+146.8%
NUE vs CPB
-38.1%
+184.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -2.3% | -8.0% | +5.7% | -1.6% |
| 30D | -6.1% | -2.4% | -3.7% | -6.0% |
| 3M | +1.7% | +0.5% | +1.1% | +1.4% |
| 6M | +53.1% | -10.5% | +63.5% | +54.4% |
| YTD | +59.0% | -17.5% | +76.6% | +61.6% |
| 1Y | +85.3% | -31.0% | +116.4% | +92.3% |
| 3Y | +63.2% | -40.6% | +103.9% | +69.9% |
| 5Y | +146.8% | -37.7% | +184.5% | +144.7% |
| All | +146.8% | -38.1% | +184.9% | +144.7% |
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