+28.0%
NU vs CCI
-39.1%
+67.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.3% | +10.5% | +11.4% |
| 7D | +9.9% | +2.5% | +7.4% | +9.2% |
| 30D | -11.5% | +14.4% | -25.9% | -14.7% |
| 3M | -5.1% | +21.7% | -26.8% | -10.3% |
| 6M | +3.1% | +4.0% | -0.9% | +1.2% |
| YTD | -21.0% | +6.2% | -27.2% | -23.5% |
| 1Y | -15.2% | +5.4% | -20.6% | -17.7% |
| 3Y | +56.4% | +11.7% | +44.7% | +42.4% |
| All | +28.0% | -39.1% | +67.1% | +69.3% |
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