-15.2%
NU vs CLS
-26.6%
+11.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.4% | +17.1% | +12.2% |
| 7D | +9.9% | +16.3% | -6.4% | +8.0% |
| 30D | -11.5% | -25.7% | +14.2% | -9.3% |
| 3M | -5.1% | -30.9% | +25.8% | -2.2% |
| 6M | +3.1% | -35.5% | +38.6% | +5.0% |
| YTD | -21.0% | -18.7% | -2.3% | -23.5% |
| 1Y | -15.2% | -17.9% | +2.7% | -18.0% |
| All | -15.2% | -26.6% | +11.4% | -18.0% |
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