+15.4%
CLF vs NUE
+46.9%
-31.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.4% |
| 7D | +7.6% | +4.2% | +3.4% | +2.7% |
| 30D | -1.2% | -5.0% | +3.8% | +4.8% |
| 3M | -13.4% | -0.2% | -13.2% | -12.6% |
| 6M | +15.4% | +49.1% | -33.7% | -19.3% |
| All | +15.4% | +46.9% | -31.5% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling