-24.1%
NU vs CME
+19.8%
-43.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.5% |
| 7D | +0.2% | +4.8% | -4.7% | +0.9% |
| 30D | -21.0% | +14.2% | -35.2% | -19.6% |
| 3M | -16.3% | +17.9% | -34.3% | -14.7% |
| 6M | -15.3% | +7.2% | -22.6% | -16.4% |
| YTD | -28.4% | +16.7% | -45.1% | -30.3% |
| 1Y | -24.1% | +19.6% | -43.7% | -26.0% |
| All | -24.1% | +19.8% | -43.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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