-3.2%
NU vs CI
-4.4%
+1.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -4.2% | -1.3% | -2.9% | -4.1% |
| 30D | +10.0% | +3.1% | +6.9% | +9.8% |
| 3M | +29.3% | -4.5% | +33.8% | +29.6% |
| 6M | +0.9% | +8.3% | -7.3% | -0.1% |
| YTD | -10.3% | +3.8% | -14.1% | -10.9% |
| 1Y | -3.2% | -5.0% | +1.9% | -4.2% |
| All | -3.2% | -4.4% | +1.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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