+45.2%
NU vs CFG
+78.9%
-33.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | +8.2% | -4.5% | +12.8% | +10.6% |
| 3M | +26.3% | +6.3% | +19.9% | +22.5% |
| 6M | +2.2% | +20.6% | -18.4% | -6.4% |
| YTD | -10.4% | +21.2% | -31.6% | -18.3% |
| 1Y | -3.0% | +38.2% | -41.2% | -16.9% |
| 3Y | +120.3% | +185.9% | -65.7% | +32.1% |
| All | +45.2% | +78.9% | -33.7% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling