+48.8%
NU vs CME
+49.5%
-0.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +7.5% | -1.6% | +9.1% | +7.9% |
| 30D | +6.1% | +6.2% | -0.1% | +4.1% |
| 3M | +26.8% | +10.4% | +16.4% | +22.6% |
| 6M | +2.5% | -9.5% | +12.0% | +5.7% |
| YTD | -8.2% | +6.0% | -14.2% | -11.7% |
| 1Y | +3.4% | +9.3% | -5.9% | -2.2% |
| 3Y | +116.2% | +57.7% | +58.5% | +54.3% |
| All | +48.8% | +49.5% | -0.7% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling