+49.6%
NU vs CMS
+37.9%
+11.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | +6.4% | -0.9% | +7.3% | +6.4% |
| 30D | -23.3% | +7.1% | -30.4% | -23.5% |
| 3M | -10.7% | -1.3% | -9.4% | -11.0% |
| 6M | -10.4% | -2.7% | -7.8% | -10.7% |
| YTD | -26.2% | +2.6% | -28.8% | -26.3% |
| 1Y | -22.1% | -2.0% | -20.1% | -22.2% |
| 3Y | +49.6% | +39.6% | +10.0% | +34.4% |
| All | +49.6% | +37.9% | +11.7% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling