+41.0%
CLS vs NUE
+85.4%
-44.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +5.8% |
| 7D | +10.9% | -0.6% | +11.6% | +11.3% |
| 30D | +2.1% | -4.6% | +6.6% | +4.6% |
| 3M | -10.2% | -0.3% | -9.9% | -9.4% |
| 6M | +30.4% | +51.9% | -21.5% | +11.5% |
| YTD | +17.2% | +60.0% | -42.8% | -2.9% |
| 1Y | +41.0% | +82.9% | -41.9% | +11.1% |
| All | +41.0% | +85.4% | -44.4% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling