+1,980.9%
CLS vs NUE
+143.0%
+1,837.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -3.8% |
| 7D | +16.3% | +2.8% | +13.5% | +15.0% |
| 30D | -25.7% | -2.1% | -23.6% | -24.4% |
| 3M | -30.9% | -7.3% | -23.5% | -28.2% |
| 6M | -35.5% | +8.9% | -44.4% | -37.3% |
| YTD | -18.7% | +55.6% | -74.3% | -32.9% |
| 1Y | -17.9% | +74.7% | -92.6% | -35.4% |
| 3Y | +838.1% | +71.7% | +766.4% | +614.6% |
| All | +1,980.9% | +143.0% | +1,837.8% | +1,194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling