+16.5%
NU vs CL
+40.0%
-23.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.6% | +2.6% |
| 7D | +3.6% | +1.3% | +2.3% | +3.5% |
| 30D | -22.8% | +11.4% | -34.1% | -23.4% |
| 3M | -14.8% | +4.4% | -19.2% | -15.2% |
| 6M | -16.9% | +10.8% | -27.7% | -17.7% |
| YTD | -28.1% | +25.1% | -53.3% | -29.7% |
| 1Y | -24.5% | +28.0% | -52.5% | -26.4% |
| 3Y | +44.8% | +37.6% | +7.1% | +34.1% |
| All | +16.5% | +40.0% | -23.6% | +4.8% |
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