+48.4%
NU vs CI
+43.8%
+4.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +6.0% | -2.6% | +8.6% | +6.5% |
| 30D | +10.8% | -2.4% | +13.1% | +11.2% |
| 3M | +32.2% | -4.8% | +36.9% | +33.1% |
| 6M | +5.1% | +2.1% | +3.0% | +4.4% |
| YTD | -8.4% | +1.4% | -9.8% | -9.1% |
| 1Y | +0.7% | -6.8% | +7.5% | +1.0% |
| 3Y | +125.1% | +3.3% | +121.8% | +113.1% |
| All | +48.4% | +43.8% | +4.6% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling