+41.5%
NU vs CNC
-10.0%
+51.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -2.9% |
| 7D | -4.9% | -0.9% | -4.0% | -4.8% |
| 30D | +7.8% | -1.0% | +8.8% | +8.0% |
| 3M | +20.9% | +4.5% | +16.4% | +20.0% |
| 6M | +0.9% | +85.2% | -84.3% | -9.0% |
| YTD | -12.7% | +61.4% | -74.1% | -20.0% |
| 1Y | -6.4% | +94.9% | -101.3% | -17.6% |
| 3Y | +98.1% | 0.0% | +98.1% | +88.4% |
| All | +41.5% | -10.0% | +51.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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