+28.1%
CL vs NUE
+142.0%
-114.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -1.4% | +1.8% | -3.1% | -1.4% |
| 30D | -5.2% | -6.0% | +0.7% | -5.0% |
| 3M | +3.3% | +1.4% | +1.9% | +3.2% |
| 6M | -4.4% | +52.8% | -57.2% | -5.7% |
| YTD | +13.9% | +58.1% | -44.2% | +12.2% |
| 1Y | +7.6% | +80.4% | -72.8% | +5.5% |
| 3Y | +29.6% | +62.3% | -32.7% | +27.3% |
| 5Y | +28.1% | +146.2% | -118.1% | +21.0% |
| All | +28.1% | +142.0% | -114.0% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling