+2,953.7%
CLS vs NUE
+589.1%
+2,364.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +5.0% | -2.7% | +7.6% | +6.3% |
| 30D | +4.8% | -6.1% | +10.8% | +7.7% |
| 3M | -10.4% | +2.2% | -12.6% | -11.5% |
| 6M | +20.8% | +50.8% | -30.0% | -0.4% |
| YTD | +10.0% | +57.5% | -47.5% | -11.8% |
| 1Y | +28.5% | +82.5% | -53.9% | -3.9% |
| 3Y | +1,292.2% | +61.7% | +1,230.5% | +964.5% |
| 5Y | +3,616.8% | +145.1% | +3,471.7% | +2,085.6% |
| All | +2,953.7% | +589.1% | +2,364.6% | +940.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling