+19.3%
NU vs CLF
-37.8%
+57.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.6% |
| 7D | +2.8% | +2.3% | +0.4% | +2.1% |
| 30D | -23.0% | +1.9% | -25.0% | -23.8% |
| 3M | -9.7% | +5.9% | -15.6% | -11.4% |
| 6M | -8.7% | +16.9% | -25.6% | -13.3% |
| YTD | -26.4% | -1.1% | -25.3% | -28.9% |
| 1Y | -24.8% | +28.8% | -53.7% | -31.4% |
| 3Y | +44.6% | -20.6% | +65.2% | +36.8% |
| All | +19.3% | -37.8% | +57.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling