+48.8%
NU vs CL
+28.0%
+20.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | +7.5% | -2.2% | +9.7% | +7.6% |
| 30D | +6.1% | -4.8% | +11.0% | +6.5% |
| 3M | +26.8% | +4.9% | +21.9% | +26.2% |
| 6M | +2.5% | -5.7% | +8.2% | +2.6% |
| YTD | -8.2% | +14.4% | -22.6% | -9.5% |
| 1Y | +3.4% | +8.7% | -5.4% | +2.4% |
| 3Y | +116.2% | +30.0% | +86.2% | +99.9% |
| All | +48.8% | +28.0% | +20.8% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling