-24.1%
NU vs CHD
+30.9%
-55.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.6% | +3.2% |
| 7D | +0.2% | +6.9% | -6.8% | -0.1% |
| 30D | -21.0% | +17.1% | -38.1% | -21.9% |
| 3M | -16.3% | +9.1% | -25.4% | -17.2% |
| 6M | -15.3% | +21.4% | -36.7% | -15.9% |
| YTD | -28.4% | +34.9% | -63.2% | -29.6% |
| 1Y | -24.1% | +31.0% | -55.2% | -24.5% |
| All | -24.1% | +30.9% | -55.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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