+86.4%
CL vs NUE
+443.7%
-357.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -0.8% | -2.4% | +1.7% | -0.6% |
| 30D | +9.5% | +3.8% | +5.7% | +9.1% |
| 3M | +6.8% | -3.7% | +10.4% | +7.0% |
| 6M | +14.3% | +13.2% | +1.1% | +12.6% |
| YTD | +27.0% | +61.6% | -34.6% | +20.9% |
| 1Y | +26.3% | +83.6% | -57.3% | +18.8% |
| 3Y | +39.3% | +78.6% | -39.4% | +29.5% |
| 5Y | +41.5% | +148.0% | -106.4% | +22.8% |
| All | +86.4% | +443.7% | -357.3% | +27.7% |
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