+41.5%
NU vs CAPR
+152.1%
-110.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.7% |
| 7D | -4.9% | -11.0% | +6.1% | -4.7% |
| 30D | +7.8% | +99.8% | -91.9% | +6.1% |
| 3M | +20.9% | -66.6% | +87.5% | +21.6% |
| 6M | +0.9% | -75.1% | +76.0% | +1.9% |
| YTD | -12.7% | -71.0% | +58.3% | -12.1% |
| 1Y | -6.4% | +30.0% | -36.4% | -12.8% |
| 3Y | +98.1% | +29.0% | +69.1% | +50.6% |
| All | +41.5% | +152.1% | -110.6% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling