+45.2%
NU vs CLS
+2,988.9%
-2,943.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -2.6% | +20.1% | -22.7% | -7.3% |
| 30D | +8.2% | +6.0% | +2.2% | +5.8% |
| 3M | +26.3% | -10.3% | +36.6% | +27.1% |
| 6M | +2.2% | +24.5% | -22.3% | -9.6% |
| YTD | -10.4% | +12.9% | -23.2% | -19.7% |
| 1Y | -3.0% | +36.7% | -39.7% | -21.0% |
| 3Y | +120.3% | +1,328.1% | -1,207.8% | -48.1% |
| All | +45.2% | +2,988.9% | -2,943.7% | -81.9% |
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