+838.1%
CLS vs NUE
+72.4%
+765.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -3.5% |
| 7D | +16.3% | +2.8% | +13.5% | +14.8% |
| 30D | -25.7% | -2.1% | -23.6% | -24.1% |
| 3M | -30.9% | -7.3% | -23.5% | -27.8% |
| 6M | -35.5% | +8.9% | -44.4% | -37.4% |
| YTD | -18.7% | +55.6% | -74.3% | -34.3% |
| 1Y | -17.9% | +74.7% | -92.6% | -37.3% |
| 3Y | +838.1% | +71.7% | +766.4% | +555.8% |
| All | +838.1% | +72.4% | +765.7% | +555.8% |
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