-20.8%
CLF vs NUE
+78.6%
-99.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | +16.0% | +6.1% | +9.8% | +7.9% |
| 30D | +1.6% | +2.7% | -1.1% | -0.8% |
| 3M | +6.7% | -3.8% | +10.5% | +13.0% |
| 6M | +21.1% | +14.0% | +7.1% | +5.0% |
| YTD | -1.6% | +61.2% | -62.8% | -44.5% |
| 1Y | +18.5% | +77.8% | -59.3% | -40.8% |
| All | -20.8% | +78.6% | -99.4% | -57.4% |
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 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