+733.2%
CLF vs NUE
+14,634.7%
-13,901.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +16.0% | +6.1% | +9.8% | +10.6% |
| 30D | +1.6% | +2.7% | -1.1% | +0.3% |
| 3M | +6.7% | -3.8% | +10.5% | +11.5% |
| 6M | +21.1% | +14.0% | +7.1% | +11.3% |
| YTD | -1.6% | +61.2% | -62.8% | -31.6% |
| 1Y | +18.5% | +77.8% | -59.3% | -23.8% |
| 3Y | -21.0% | +78.2% | -99.2% | -46.3% |
| 5Y | -41.4% | +149.8% | -191.2% | -68.9% |
| 10Y | +86.5% | +448.6% | -362.0% | -38.2% |
| All | +733.2% | +14,634.7% | -13,901.4% | +49.3% |
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 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