+48.4%
NU vs CAG
-38.5%
+86.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.3% |
| 7D | +6.0% | -5.3% | +11.3% | +5.7% |
| 30D | +10.8% | +1.0% | +9.8% | +10.8% |
| 3M | +32.2% | +17.4% | +14.8% | +33.8% |
| 6M | +5.1% | -16.8% | +22.0% | +3.3% |
| YTD | -8.4% | -6.8% | -1.6% | -9.1% |
| 1Y | +0.7% | -15.4% | +16.1% | -0.7% |
| 3Y | +125.1% | -37.1% | +162.2% | +117.3% |
| All | +48.4% | -38.5% | +86.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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