-24.1%
NU vs CB
+34.9%
-59.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +3.6% |
| 7D | +0.2% | +5.3% | -5.1% | +1.1% |
| 30D | -21.0% | +13.2% | -34.2% | -19.6% |
| 3M | -16.3% | +7.8% | -24.1% | -15.4% |
| 6M | -15.3% | +15.8% | -31.1% | -13.7% |
| YTD | -28.4% | +21.0% | -49.3% | -26.1% |
| 1Y | -24.1% | +32.2% | -56.3% | -20.0% |
| All | -24.1% | +34.9% | -59.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling