+14,142.9%
NUE vs CLX
+2,294.7%
+11,848.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | -2.3% | -4.9% | +2.6% | -1.0% |
| 30D | -6.1% | -15.8% | +9.7% | -1.9% |
| 3M | +1.7% | -7.9% | +9.6% | +3.6% |
| 6M | +53.1% | -19.0% | +72.1% | +60.4% |
| YTD | +59.0% | -7.9% | +67.0% | +60.8% |
| 1Y | +85.3% | -25.4% | +110.7% | +97.9% |
| 3Y | +63.2% | -35.0% | +98.3% | +78.5% |
| 5Y | +146.8% | -36.8% | +183.5% | +167.1% |
| 10Y | +584.3% | -1.4% | +585.7% | +512.6% |
| All | +14,142.9% | +2,294.7% | +11,848.2% | +4,476.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling