+48.8%
NU vs CF
+148.1%
-99.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.7% |
| 7D | +7.5% | +6.0% | +1.5% | +7.0% |
| 30D | +6.1% | +14.8% | -8.7% | +4.9% |
| 3M | +26.8% | +14.1% | +12.8% | +25.2% |
| 6M | +2.5% | +28.5% | -26.1% | -2.1% |
| YTD | -8.2% | +74.9% | -83.1% | -16.8% |
| 1Y | +3.4% | +61.7% | -58.3% | -5.2% |
| 3Y | +116.2% | +80.3% | +35.8% | +90.5% |
| All | +48.8% | +148.1% | -99.3% | +9.4% |
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