+45.4%
NU vs CME
+46.3%
-0.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -4.2% | -2.4% | -1.8% | -3.5% |
| 30D | +10.0% | +6.2% | +3.9% | +7.9% |
| 3M | +29.3% | +4.4% | +24.9% | +27.3% |
| 6M | +0.9% | -9.6% | +10.6% | +3.9% |
| YTD | -10.3% | +3.8% | -14.1% | -13.2% |
| 1Y | -3.2% | +9.5% | -12.7% | -8.8% |
| 3Y | +120.6% | +51.9% | +68.6% | +60.6% |
| All | +45.4% | +46.3% | -0.9% | +6.6% |
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