+28.0%
NU vs CME
+69.7%
-41.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.8% | +11.0% | +11.5% |
| 7D | +9.9% | +3.9% | +5.9% | +8.7% |
| 30D | -11.5% | +11.3% | -22.8% | -14.2% |
| 3M | -5.1% | +19.6% | -24.7% | -10.2% |
| 6M | +3.1% | +8.1% | -5.0% | +0.6% |
| YTD | -21.0% | +20.4% | -41.4% | -27.0% |
| 1Y | -15.2% | +16.5% | -31.7% | -20.5% |
| 3Y | +56.4% | +66.4% | -10.0% | +14.9% |
| All | +28.0% | +69.7% | -41.8% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling