+125.1%
NU vs CLF
-14.9%
+140.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | +6.0% | +6.5% | -0.5% | +5.2% |
| 30D | +10.8% | +0.2% | +10.5% | +10.6% |
| 3M | +32.2% | -3.1% | +35.2% | +32.1% |
| 6M | +5.1% | +25.0% | -19.9% | +0.9% |
| YTD | -8.4% | -7.5% | -1.0% | -9.3% |
| 1Y | +0.7% | +11.5% | -10.8% | -3.9% |
| 3Y | +125.1% | -13.7% | +138.8% | +107.1% |
| All | +125.1% | -14.9% | +140.0% | +107.1% |
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