+98.1%
NU vs CMG
-7.3%
+105.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -4.9% | -2.1% | -2.8% | -4.2% |
| 30D | +7.8% | +10.9% | -3.1% | +4.2% |
| 3M | +20.9% | +15.8% | +5.1% | +13.8% |
| 6M | +0.9% | +6.9% | -6.0% | -2.5% |
| YTD | -12.7% | -2.2% | -10.5% | -13.5% |
| 1Y | -6.4% | -7.1% | +0.7% | -6.8% |
| 3Y | +98.1% | -7.1% | +105.2% | +112.5% |
| All | +98.1% | -7.3% | +105.4% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling