+28.0%
NU vs CLS
+2,125.4%
-2,097.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.4% | +17.1% | +13.1% |
| 7D | +9.9% | +16.3% | -6.4% | +5.4% |
| 30D | -11.5% | -25.7% | +14.2% | -5.8% |
| 3M | -5.1% | -30.9% | +25.8% | +1.9% |
| 6M | +3.1% | -35.5% | +38.6% | +9.0% |
| YTD | -21.0% | -18.7% | -2.3% | -24.4% |
| 1Y | -15.2% | -17.9% | +2.7% | -20.4% |
| 3Y | +56.4% | +838.1% | -781.6% | -57.8% |
| All | +28.0% | +2,125.4% | -2,097.4% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling