+41.5%
NU vs CMI
+182.8%
-141.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.3% |
| 7D | -4.9% | -0.7% | -4.2% | -4.5% |
| 30D | +7.8% | -12.4% | +20.2% | +15.8% |
| 3M | +20.9% | -14.8% | +35.7% | +30.6% |
| 6M | +0.9% | +0.8% | +0.1% | -3.6% |
| YTD | -12.7% | +10.2% | -22.9% | -22.2% |
| 1Y | -6.4% | +37.4% | -43.8% | -28.8% |
| 3Y | +98.1% | +153.3% | -55.2% | -8.3% |
| All | +41.5% | +182.8% | -141.3% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling