+13,834.6%
NUE vs CPB
+359.2%
+13,475.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.6% | -4.3% |
| 7D | +2.8% | -1.6% | +4.3% | +3.1% |
| 30D | -2.1% | +19.2% | -21.3% | -7.2% |
| 3M | -7.3% | -0.9% | -6.4% | -7.8% |
| 6M | +8.9% | +15.2% | -6.4% | +3.2% |
| YTD | +55.6% | -13.1% | +68.7% | +58.8% |
| 1Y | +74.7% | -22.4% | +97.1% | +84.0% |
| 3Y | +71.7% | -35.3% | +107.0% | +86.6% |
| 5Y | +141.2% | -33.0% | +174.2% | +155.0% |
| 10Y | +429.6% | -39.2% | +468.7% | +447.9% |
| All | +13,834.6% | +359.2% | +13,475.4% | +5,658.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling