+125.1%
NU vs CMS
+35.3%
+89.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +6.0% | +1.2% | +4.8% | +6.0% |
| 30D | +10.8% | -3.2% | +13.9% | +10.8% |
| 3M | +32.2% | -2.2% | +34.4% | +32.1% |
| 6M | +5.1% | -9.4% | +14.6% | +5.4% |
| YTD | -8.4% | +0.7% | -9.1% | -8.4% |
| 1Y | +0.7% | +0.4% | +0.4% | +0.8% |
| 3Y | +125.1% | +35.2% | +89.9% | +110.7% |
| All | +125.1% | +35.3% | +89.8% | +110.7% |
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