+45.2%
NU vs CLF
-42.7%
+87.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.8% |
| 7D | -2.6% | -2.7% | +0.1% | -2.1% |
| 30D | +8.2% | -3.2% | +11.4% | +8.7% |
| 3M | +26.3% | -5.0% | +31.2% | +26.4% |
| 6M | +2.2% | +26.6% | -24.3% | -4.2% |
| YTD | -10.4% | -9.0% | -1.4% | -11.5% |
| 1Y | -3.0% | +11.8% | -14.8% | -10.0% |
| 3Y | +120.3% | -15.1% | +135.4% | +102.2% |
| All | +45.2% | -42.7% | +87.9% | +44.4% |
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