+45.4%
NU vs CLS
+2,911.3%
-2,865.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | -4.2% | +5.0% | -9.2% | -5.5% |
| 30D | +10.0% | +4.8% | +5.3% | +7.9% |
| 3M | +29.3% | -10.4% | +39.6% | +30.1% |
| 6M | +0.9% | +20.8% | -19.9% | -10.0% |
| YTD | -10.3% | +10.0% | -20.3% | -19.0% |
| 1Y | -3.2% | +28.5% | -31.7% | -19.6% |
| 3Y | +120.6% | +1,292.2% | -1,171.7% | -47.6% |
| All | +45.4% | +2,911.3% | -2,865.9% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling