+1,284.2%
CLS vs NUE
+60.7%
+1,223.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +20.1% | -2.3% | +22.4% | +21.4% |
| 30D | +6.0% | -6.1% | +12.1% | +9.2% |
| 3M | -10.3% | +1.7% | -11.9% | -11.0% |
| 6M | +24.5% | +53.1% | -28.6% | +1.8% |
| YTD | +12.9% | +59.0% | -46.2% | -10.2% |
| 1Y | +36.7% | +85.3% | -48.7% | +0.7% |
| All | +1,284.2% | +60.7% | +1,223.5% | +916.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling