+3.4%
NU vs CMS
-1.9%
+5.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +7.5% | +0.4% | +7.1% | +7.5% |
| 30D | +6.1% | -3.6% | +9.7% | +6.1% |
| 3M | +26.8% | -1.9% | +28.7% | +26.3% |
| 6M | +2.5% | -11.0% | +13.4% | +2.3% |
| YTD | -8.2% | +0.2% | -8.4% | -7.5% |
| 1Y | +3.4% | -1.3% | +4.7% | +4.4% |
| All | +3.4% | -1.9% | +5.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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