+66.0%
NUE vs CLX
-36.5%
+102.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | -0.6% | -5.7% | +5.1% | +0.2% |
| 30D | -4.6% | -17.0% | +12.5% | -2.1% |
| 3M | -0.3% | -9.7% | +9.4% | +0.9% |
| 6M | +51.9% | -19.8% | +71.7% | +56.8% |
| YTD | +60.0% | -9.8% | +69.8% | +62.0% |
| 1Y | +82.9% | -26.2% | +109.1% | +91.0% |
| 3Y | +66.0% | -36.2% | +102.2% | +76.7% |
| All | +66.0% | -36.5% | +102.4% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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