+3.4%
NU vs CFG
+40.4%
-37.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +7.5% | +1.5% | +5.9% | +6.6% |
| 30D | +6.1% | -3.8% | +10.0% | +8.3% |
| 3M | +26.8% | +11.5% | +15.3% | +19.0% |
| 6M | +2.5% | +19.2% | -16.7% | -7.6% |
| YTD | -8.2% | +23.7% | -31.9% | -18.5% |
| 1Y | +3.4% | +38.8% | -35.5% | -13.3% |
| All | +3.4% | +40.4% | -37.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling