+696.9%
CLF vs NUE
+14,617.8%
-13,920.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.2% |
| 7D | +7.6% | +4.2% | +3.4% | +4.1% |
| 30D | -1.2% | -5.0% | +3.8% | +3.3% |
| 3M | -13.4% | -0.2% | -13.2% | -12.6% |
| 6M | +15.4% | +49.1% | -33.7% | -15.9% |
| YTD | -5.9% | +61.0% | -66.9% | -35.1% |
| 1Y | +18.8% | +82.5% | -63.7% | -25.7% |
| 3Y | -19.4% | +57.9% | -77.3% | -40.3% |
| 5Y | -47.7% | +146.6% | -194.3% | -72.2% |
| 10Y | +130.4% | +561.6% | -431.2% | -33.1% |
| All | +696.9% | +14,617.8% | -13,920.9% | +41.5% |
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