+7.1%
CL vs NUE
+80.6%
-73.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -2.3% | -2.3% | 0.0% | -2.2% |
| 30D | -5.5% | -6.1% | +0.6% | -5.4% |
| 3M | +0.8% | +1.7% | -0.8% | +0.7% |
| 6M | -4.2% | +53.1% | -57.3% | -5.5% |
| YTD | +13.4% | +59.0% | -45.6% | +12.2% |
| 1Y | +7.1% | +85.3% | -78.3% | +7.4% |
| All | +7.1% | +80.6% | -73.5% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling