+4,850.5%
CL vs NUE
+14,617.8%
-9,767.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -2.2% | +4.2% | -6.4% | -2.7% |
| 30D | -4.8% | -5.0% | +0.1% | -4.2% |
| 3M | +4.9% | -0.2% | +5.1% | +4.7% |
| 6M | -5.7% | +49.1% | -54.9% | -11.1% |
| YTD | +14.4% | +61.0% | -46.6% | +6.7% |
| 1Y | +8.7% | +82.5% | -73.8% | -0.5% |
| 3Y | +30.0% | +57.9% | -27.9% | +18.9% |
| 5Y | +28.4% | +146.6% | -118.2% | +7.1% |
| 10Y | +50.1% | +561.6% | -511.5% | +3.1% |
| All | +4,850.5% | +14,617.8% | -9,767.3% | +1,288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling