-6.4%
NU vs CAH
+57.9%
-64.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.6% |
| 7D | -4.9% | -5.1% | +0.2% | -4.3% |
| 30D | +7.8% | +0.2% | +7.6% | +7.9% |
| 3M | +20.9% | +6.3% | +14.6% | +20.6% |
| 6M | +0.9% | +9.4% | -8.5% | +0.3% |
| YTD | -12.7% | +15.0% | -27.6% | -12.7% |
| 1Y | -6.4% | +55.4% | -61.8% | -6.3% |
| All | -6.4% | +57.9% | -64.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling