+28.0%
NU vs CLF
-40.1%
+68.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.2% | +15.0% | +12.4% |
| 7D | +9.9% | +10.4% | -0.5% | +7.6% |
| 30D | -11.5% | +0.6% | -12.0% | -12.2% |
| 3M | -5.1% | +4.1% | -9.2% | -6.6% |
| 6M | +3.1% | +15.1% | -12.0% | -1.8% |
| YTD | -21.0% | -4.7% | -16.3% | -23.2% |
| 1Y | -15.2% | +20.4% | -35.6% | -21.6% |
| 3Y | +56.4% | -23.4% | +79.8% | +48.9% |
| All | +28.0% | -40.1% | +68.1% | +25.3% |
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