+48.4%
NU vs CL
+27.5%
+20.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.0% | -1.4% | +7.4% | +6.1% |
| 30D | +10.8% | -5.2% | +16.0% | +11.1% |
| 3M | +32.2% | +3.3% | +28.8% | +31.6% |
| 6M | +5.1% | -4.4% | +9.5% | +5.2% |
| YTD | -8.4% | +13.9% | -22.3% | -9.7% |
| 1Y | +0.7% | +7.6% | -6.9% | -0.1% |
| 3Y | +125.1% | +29.6% | +95.5% | +108.2% |
| All | +48.4% | +27.5% | +20.9% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling