+56.4%
NU vs CF
+68.9%
-12.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.6% | +11.8% |
| 7D | +9.9% | +4.8% | +5.1% | +10.0% |
| 30D | -11.5% | +4.7% | -16.2% | -11.3% |
| 3M | -5.1% | +7.4% | -12.5% | -4.8% |
| 6M | +3.1% | +0.6% | +2.5% | +3.4% |
| YTD | -21.0% | +64.1% | -85.1% | -27.0% |
| 1Y | -15.2% | +51.4% | -66.6% | -20.6% |
| 3Y | +56.4% | +67.8% | -11.4% | +35.7% |
| All | +56.4% | +68.9% | -12.5% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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