+3,682.3%
CLS vs NUE
+147.3%
+3,535.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +20.1% | -2.3% | +22.4% | +21.2% |
| 30D | +6.0% | -6.1% | +12.1% | +8.8% |
| 3M | -10.3% | +1.7% | -11.9% | -11.0% |
| 6M | +24.5% | +53.1% | -28.6% | +3.8% |
| YTD | +12.9% | +59.0% | -46.2% | -8.1% |
| 1Y | +36.7% | +85.3% | -48.7% | +4.1% |
| 3Y | +1,328.1% | +63.2% | +1,264.8% | +1,003.3% |
| 5Y | +3,682.3% | +146.8% | +3,535.5% | +2,298.3% |
| All | +3,682.3% | +147.3% | +3,535.0% | +2,298.3% |
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