+57.3%
CL vs NUE
+559.5%
-502.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.3% | -2.3% | 0.0% | -2.1% |
| 30D | -5.5% | -6.1% | +0.6% | -5.0% |
| 3M | +0.8% | +1.7% | -0.8% | +0.5% |
| 6M | -4.2% | +53.1% | -57.3% | -8.0% |
| YTD | +13.4% | +59.0% | -45.6% | +8.4% |
| 1Y | +7.1% | +85.3% | -78.3% | +0.8% |
| 3Y | +29.0% | +63.2% | -34.2% | +21.6% |
| 5Y | +28.3% | +146.8% | -118.5% | +11.8% |
| 10Y | +57.3% | +584.3% | -527.0% | +7.3% |
| All | +57.3% | +559.5% | -502.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling