+48.8%
NU vs CAPR
+183.1%
-134.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | +7.5% | -2.0% | +9.5% | +7.5% |
| 30D | +6.1% | +139.2% | -133.0% | +4.1% |
| 3M | +26.8% | -66.4% | +93.2% | +27.5% |
| 6M | +2.5% | -63.1% | +65.6% | +2.8% |
| YTD | -8.2% | -67.4% | +59.2% | -7.8% |
| 1Y | +3.4% | +58.2% | -54.9% | -4.8% |
| 3Y | +116.2% | +42.2% | +74.0% | +64.8% |
| All | +48.8% | +183.1% | -134.3% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling