+155.9%
NUE vs CLBK
+43.5%
+112.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -0.6% | -1.5% | +0.8% | -0.2% |
| 30D | -4.6% | -1.0% | -3.5% | -4.3% |
| 3M | -0.3% | +22.9% | -23.2% | -6.7% |
| 6M | +51.9% | +44.2% | +7.7% | +35.3% |
| YTD | +60.0% | +64.0% | -4.0% | +36.8% |
| 1Y | +82.9% | +65.7% | +17.2% | +55.2% |
| 3Y | +66.0% | +54.1% | +11.9% | +42.3% |
| All | +155.9% | +43.5% | +112.4% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling