+41.5%
NU vs CLX
-38.0%
+79.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.6% |
| 7D | -4.9% | -5.7% | +0.8% | -4.4% |
| 30D | +7.8% | -17.0% | +24.8% | +9.6% |
| 3M | +20.9% | -9.7% | +30.6% | +21.9% |
| 6M | +0.9% | -19.8% | +20.7% | +2.6% |
| YTD | -12.7% | -9.8% | -2.8% | -12.2% |
| 1Y | -6.4% | -26.2% | +19.8% | -4.4% |
| 3Y | +98.1% | -36.2% | +134.3% | +103.8% |
| All | +41.5% | -38.0% | +79.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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