+14,317.4%
NUE vs CPB
+325.7%
+13,991.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.4% |
| 7D | +4.2% | -8.6% | +12.8% | +6.8% |
| 30D | -5.0% | -7.2% | +2.3% | -3.2% |
| 3M | -0.2% | +0.9% | -1.1% | -1.2% |
| 6M | +49.1% | -11.8% | +61.0% | +52.8% |
| YTD | +61.0% | -19.4% | +80.4% | +68.7% |
| 1Y | +82.5% | -30.4% | +112.9% | +98.8% |
| 3Y | +57.9% | -40.2% | +98.1% | +76.2% |
| 5Y | +146.6% | -39.5% | +186.1% | +169.8% |
| 10Y | +561.6% | -47.4% | +609.0% | +619.7% |
| All | +14,317.4% | +325.7% | +13,991.7% | +6,019.7% |
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 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