-24.1%
NU vs CMI
+10.9%
-35.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.8% | +9.0% | +4.7% |
| 7D | +0.2% | -11.2% | +11.4% | +3.1% |
| 30D | -21.0% | -9.8% | -11.2% | -19.0% |
| 3M | -16.3% | -25.5% | +9.2% | -9.8% |
| 6M | -15.3% | -27.7% | +12.3% | -9.4% |
| YTD | -28.4% | -6.6% | -21.8% | -31.1% |
| 1Y | -24.1% | +11.7% | -35.8% | -30.0% |
| All | -24.1% | +10.9% | -35.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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