-35.5%
CLS vs NUE
+9.3%
-44.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -2.4% |
| 7D | +16.3% | +2.8% | +13.5% | +13.9% |
| 30D | -25.7% | -2.1% | -23.6% | -23.2% |
| 3M | -30.9% | -7.3% | -23.5% | -25.2% |
| 6M | -35.5% | +8.9% | -44.4% | -40.8% |
| All | -35.5% | +9.3% | -44.8% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling