+48.8%
NU vs CCI
-49.9%
+98.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | +7.5% | -0.4% | +7.9% | +7.6% |
| 30D | +6.1% | +2.7% | +3.5% | +5.4% |
| 3M | +26.8% | -18.2% | +45.0% | +33.3% |
| 6M | +2.5% | -14.8% | +17.3% | +6.3% |
| YTD | -8.2% | -12.6% | +4.4% | -5.9% |
| 1Y | +3.4% | -16.7% | +20.1% | +7.4% |
| 3Y | +116.2% | -10.5% | +126.7% | +110.3% |
| All | +48.8% | -49.9% | +98.7% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling