+16.5%
NU vs CF
+122.1%
-105.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | +3.6% | -3.2% | +6.8% | +3.8% |
| 30D | -22.8% | +4.3% | -27.1% | -23.1% |
| 3M | -14.8% | +2.8% | -17.6% | -15.1% |
| 6M | -16.9% | +0.6% | -17.5% | -17.3% |
| YTD | -28.1% | +56.6% | -84.8% | -34.4% |
| 1Y | -24.5% | +49.6% | -74.1% | -30.6% |
| 3Y | +44.8% | +61.5% | -16.7% | +29.0% |
| All | +16.5% | +122.1% | -105.7% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling