-24.1%
NU vs CLS
-28.7%
+4.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.1% | +12.3% | +4.2% |
| 7D | +0.2% | -21.1% | +21.3% | +2.6% |
| 30D | -21.0% | -38.2% | +17.2% | -17.1% |
| 3M | -16.3% | -36.3% | +20.0% | -12.7% |
| 6M | -15.3% | -43.8% | +28.5% | -11.6% |
| YTD | -28.4% | -20.0% | -8.3% | -30.3% |
| 1Y | -24.1% | -29.6% | +5.5% | -25.7% |
| All | -24.1% | -28.7% | +4.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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