+45.4%
NU vs CARR
+6.9%
+38.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.4% |
| 7D | -4.2% | -4.1% | -0.1% | -2.0% |
| 30D | +10.0% | -11.0% | +21.0% | +17.3% |
| 3M | +29.3% | -16.4% | +45.6% | +41.0% |
| 6M | +0.9% | -2.4% | +3.3% | -1.3% |
| YTD | -10.3% | +8.4% | -18.7% | -18.9% |
| 1Y | -3.2% | -8.0% | +4.8% | -3.2% |
| 3Y | +120.6% | +0.6% | +120.0% | +90.6% |
| All | +45.4% | +6.9% | +38.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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