+49.6%
NU vs CB
+71.0%
-21.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.8% |
| 7D | +6.4% | -1.5% | +7.9% | +6.4% |
| 30D | -23.3% | +6.5% | -29.8% | -23.6% |
| 3M | -10.7% | +4.1% | -14.8% | -10.9% |
| 6M | -10.4% | +14.4% | -24.8% | -11.6% |
| YTD | -26.2% | +17.5% | -43.7% | -27.5% |
| 1Y | -22.1% | +27.5% | -49.7% | -24.5% |
| 3Y | +49.6% | +71.6% | -22.0% | +43.0% |
| All | +49.6% | +71.0% | -21.3% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling