+19.7%
NU vs CL
+42.0%
-22.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.6% |
| 7D | +6.4% | +0.5% | +5.8% | +6.3% |
| 30D | -23.3% | +11.6% | -34.9% | -24.0% |
| 3M | -10.7% | +5.6% | -16.3% | -11.2% |
| 6M | -10.4% | +13.2% | -23.6% | -11.5% |
| YTD | -26.2% | +26.9% | -53.1% | -27.9% |
| 1Y | -22.1% | +27.3% | -49.5% | -24.0% |
| 3Y | +49.6% | +39.7% | +9.9% | +38.4% |
| All | +19.7% | +42.0% | -22.4% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling