+45.4%
NU vs CBOE
+130.4%
-85.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -4.2% | -3.7% | -0.5% | -3.6% |
| 30D | +10.0% | +2.0% | +8.1% | +9.4% |
| 3M | +29.3% | -4.2% | +33.5% | +29.8% |
| 6M | +0.9% | +1.2% | -0.2% | -1.3% |
| YTD | -10.3% | +15.4% | -25.7% | -16.2% |
| 1Y | -3.2% | +23.5% | -26.7% | -11.8% |
| 3Y | +120.6% | +93.2% | +27.4% | +38.9% |
| All | +45.4% | +130.4% | -85.0% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling