-3.0%
NU vs CL
+7.3%
-10.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.2% |
| 7D | -2.6% | -2.3% | -0.3% | -2.8% |
| 30D | +8.2% | -5.5% | +13.7% | +7.7% |
| 3M | +26.3% | +0.8% | +25.4% | +26.1% |
| 6M | +2.2% | -4.2% | +6.5% | +0.1% |
| YTD | -10.4% | +13.4% | -23.8% | -8.2% |
| 1Y | -3.0% | +7.1% | -10.0% | -0.5% |
| All | -3.0% | +7.3% | -10.3% | -0.5% |
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