-15.2%
NU vs CME
+17.3%
-32.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.8% | +11.0% | +11.8% |
| 7D | +9.9% | +3.9% | +5.9% | +10.4% |
| 30D | -11.5% | +11.3% | -22.8% | -10.2% |
| 3M | -5.1% | +19.6% | -24.7% | -3.3% |
| 6M | +3.1% | +8.1% | -5.0% | +1.5% |
| YTD | -21.0% | +20.4% | -41.4% | -23.8% |
| 1Y | -15.2% | +16.5% | -31.7% | -17.4% |
| All | -15.2% | +17.3% | -32.5% | -17.4% |
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