-13.7%
CLF vs NUE
+59.4%
-73.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | +0.5% |
| 7D | +6.5% | +1.8% | +4.7% | +4.4% |
| 30D | +0.2% | -6.0% | +6.2% | +8.1% |
| 3M | -3.1% | +1.4% | -4.5% | -4.6% |
| 6M | +25.0% | +52.8% | -27.8% | -25.3% |
| YTD | -7.5% | +58.1% | -65.6% | -46.4% |
| 1Y | +11.5% | +80.4% | -68.9% | -45.1% |
| 3Y | -13.7% | +62.3% | -76.0% | -52.8% |
| All | -13.7% | +59.4% | -73.1% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling