+45.4%
NU vs CHD
+4.4%
+41.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -4.2% | -4.7% | +0.5% | -4.2% |
| 30D | +10.0% | -8.3% | +18.4% | +9.9% |
| 3M | +29.3% | -4.0% | +33.3% | +29.3% |
| 6M | +0.9% | -6.5% | +7.5% | +0.9% |
| YTD | -10.3% | +13.1% | -23.4% | -10.0% |
| 1Y | -3.2% | +2.3% | -5.5% | -3.0% |
| 3Y | +120.6% | +1.8% | +118.8% | +118.2% |
| All | +45.4% | +4.4% | +41.0% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling