+45.4%
NU vs CCI
-51.2%
+96.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.6% |
| 7D | -4.2% | -4.4% | +0.2% | -3.1% |
| 30D | +10.0% | +0.3% | +9.7% | +10.0% |
| 3M | +29.3% | -20.0% | +49.2% | +36.6% |
| 6M | +0.9% | -14.5% | +15.5% | +4.6% |
| YTD | -10.3% | -14.9% | +4.6% | -7.4% |
| 1Y | -3.2% | -17.7% | +14.5% | +0.8% |
| 3Y | +120.6% | -12.4% | +132.9% | +115.4% |
| All | +45.4% | -51.2% | +96.6% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 5y: compounded portfolio wealth divided by compounded CCI 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…
5y analysis · Full analysis span regression · 6 months rolling