+48.4%
NU vs CAPR
+172.9%
-124.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | -0.2% |
| 7D | +6.0% | -9.5% | +15.5% | +6.2% |
| 30D | +10.8% | +121.5% | -110.8% | +8.8% |
| 3M | +32.2% | -65.4% | +97.5% | +32.8% |
| 6M | +5.1% | -67.5% | +72.7% | +5.7% |
| YTD | -8.4% | -68.6% | +60.2% | -8.0% |
| 1Y | +0.7% | +42.7% | -42.0% | -6.5% |
| 3Y | +125.1% | +43.4% | +81.8% | +69.8% |
| All | +48.4% | +172.9% | -124.5% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling