+48.8%
NU vs CLF
-40.8%
+89.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.3% |
| 7D | +7.5% | +7.6% | -0.1% | +6.0% |
| 30D | +6.1% | -1.2% | +7.3% | +6.2% |
| 3M | +26.8% | -13.4% | +40.2% | +29.2% |
| 6M | +2.5% | +15.4% | -13.0% | -2.3% |
| YTD | -8.2% | -5.9% | -2.3% | -9.9% |
| 1Y | +3.4% | +18.8% | -15.5% | -5.5% |
| 3Y | +116.2% | -19.4% | +135.6% | +102.8% |
| All | +48.8% | -40.8% | +89.6% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling