+0.9%
NU vs CMI
+1.0%
-0.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.9% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | +7.8% | -12.4% | +20.2% | +11.2% |
| 3M | +20.9% | -14.8% | +35.7% | +24.0% |
| 6M | +0.9% | +0.8% | +0.1% | -9.2% |
| All | +0.9% | +1.0% | -0.1% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling