+45.2%
NU vs CMS
+27.4%
+17.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +8.2% | -1.3% | +9.5% | +8.4% |
| 3M | +26.3% | -5.4% | +31.6% | +26.9% |
| 6M | +2.2% | -10.3% | +12.6% | +3.5% |
| YTD | -10.4% | -0.2% | -10.2% | -10.6% |
| 1Y | -3.0% | -0.9% | -2.1% | -3.1% |
| 3Y | +120.3% | +34.0% | +86.3% | +104.9% |
| All | +45.2% | +27.4% | +17.8% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling