-24.1%
NU vs CL
+33.4%
-57.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +3.2% |
| 7D | +0.2% | +7.7% | -7.5% | +0.1% |
| 30D | -21.0% | +15.2% | -36.3% | -21.2% |
| 3M | -16.3% | +7.3% | -23.7% | -16.8% |
| 6M | -15.3% | +17.0% | -32.3% | -15.6% |
| YTD | -28.4% | +28.0% | -56.4% | -27.6% |
| 1Y | -24.1% | +32.1% | -56.2% | -23.9% |
| All | -24.1% | +33.4% | -57.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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