-24.1%
NU vs CMG
+12.0%
-36.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.8% | -2.6% | +2.4% |
| 7D | +0.2% | +22.5% | -22.4% | -2.9% |
| 30D | -21.0% | +14.1% | -35.1% | -22.5% |
| 3M | -16.3% | +4.1% | -20.4% | -16.2% |
| 6M | -15.3% | +10.1% | -25.4% | -17.9% |
| YTD | -28.4% | -4.9% | -23.5% | -28.4% |
| 1Y | -24.1% | +10.9% | -35.0% | -28.8% |
| All | -24.1% | +12.0% | -36.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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