+41.5%
NU vs CFG
+81.7%
-40.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | +7.8% | -4.6% | +12.5% | +10.2% |
| 3M | +20.9% | +6.7% | +14.3% | +17.1% |
| 6M | +0.9% | +22.1% | -21.2% | -8.2% |
| YTD | -12.7% | +23.2% | -35.8% | -21.0% |
| 1Y | -6.4% | +40.3% | -46.7% | -20.4% |
| 3Y | +98.1% | +187.9% | -89.8% | +18.4% |
| All | +41.5% | +81.7% | -40.2% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling