+48.4%
NU vs CI
+44.6%
+3.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | 0.0% |
| 7D | +6.0% | -2.0% | +8.0% | +6.4% |
| 30D | +10.8% | -1.8% | +12.6% | +11.1% |
| 3M | +32.2% | -4.2% | +36.4% | +32.9% |
| 6M | +5.1% | +2.7% | +2.4% | +4.3% |
| YTD | -8.4% | +1.9% | -10.3% | -9.2% |
| 1Y | +0.7% | -6.3% | +7.0% | +0.9% |
| 3Y | +125.1% | +3.9% | +121.3% | +112.9% |
| All | +48.4% | +44.6% | +3.8% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling