+98.1%
NU vs CBOE
+89.1%
+9.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -3.1% |
| 7D | -4.9% | -5.8% | +0.9% | -6.0% |
| 30D | +7.8% | -3.1% | +11.0% | +7.2% |
| 3M | +20.9% | -4.8% | +25.7% | +20.2% |
| 6M | +0.9% | -0.6% | +1.5% | +2.0% |
| YTD | -12.7% | +12.8% | -25.5% | -8.8% |
| 1Y | -6.4% | +19.8% | -26.2% | -0.6% |
| 3Y | +98.1% | +86.9% | +11.2% | +127.6% |
| All | +98.1% | +89.1% | +9.0% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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