+49.6%
NU vs CLF
-27.6%
+77.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.0% | -4.2% | +1.8% |
| 7D | +6.4% | -14.1% | +20.5% | +8.4% |
| 30D | -23.3% | -5.5% | -17.8% | -23.0% |
| 3M | -10.7% | 0.0% | -10.7% | -11.1% |
| 6M | -10.4% | +11.3% | -21.7% | -12.7% |
| YTD | -26.2% | -7.7% | -18.5% | -27.2% |
| 1Y | -22.1% | +17.5% | -39.7% | -25.7% |
| 3Y | +49.6% | -25.4% | +75.1% | +39.6% |
| All | +49.6% | -27.6% | +77.2% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling