+3,419.7%
CLS vs NUE
+4,396.5%
-976.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.4% |
| 7D | +12.8% | +1.8% | +11.0% | +11.6% |
| 30D | +3.8% | -6.0% | +9.8% | +6.4% |
| 3M | -14.6% | +1.4% | -16.1% | -15.3% |
| 6M | +32.2% | +52.8% | -20.6% | +9.7% |
| YTD | +11.6% | +58.1% | -46.5% | -9.4% |
| 1Y | +35.1% | +80.4% | -45.4% | +3.2% |
| 3Y | +1,312.5% | +62.3% | +1,250.3% | +1,003.3% |
| 5Y | +3,542.1% | +146.2% | +3,395.9% | +2,150.9% |
| 10Y | +2,944.0% | +549.5% | +2,394.5% | +1,058.3% |
| All | +3,419.7% | +4,396.5% | -976.8% | +330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling