+48.4%
NU vs CMS
+28.5%
+19.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | +10.8% | -3.2% | +13.9% | +11.2% |
| 3M | +32.2% | -2.2% | +34.4% | +32.3% |
| 6M | +5.1% | -9.4% | +14.6% | +6.3% |
| YTD | -8.4% | +0.7% | -9.1% | -8.7% |
| 1Y | +0.7% | +0.4% | +0.4% | +0.4% |
| 3Y | +125.1% | +35.2% | +89.9% | +109.2% |
| All | +48.4% | +28.5% | +19.9% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling