+56.4%
NU vs CAPR
+239.1%
-182.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -6.9% | +18.7% | +11.8% |
| 7D | +9.9% | +5.9% | +4.0% | +9.8% |
| 30D | -11.5% | +44.6% | -56.1% | -11.7% |
| 3M | -5.1% | +126.4% | -131.5% | -5.6% |
| 6M | +3.1% | -68.6% | +71.7% | +3.0% |
| YTD | -21.0% | -67.0% | +46.0% | -21.2% |
| 1Y | -15.2% | +65.2% | -80.4% | -16.5% |
| 3Y | +56.4% | +235.6% | -179.1% | +51.5% |
| All | +56.4% | +239.1% | -182.7% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling