+14.5%
NU vs CNH
-13.3%
+27.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -2.3% |
| 7D | +0.8% | +6.4% | -5.6% | -1.8% |
| 30D | -24.1% | -1.6% | -22.4% | -23.7% |
| 3M | -12.8% | +11.6% | -24.3% | -18.1% |
| 6M | -10.9% | +12.5% | -23.4% | -18.0% |
| YTD | -29.3% | +31.1% | -60.4% | -40.5% |
| 1Y | -26.9% | +17.0% | -43.9% | -35.0% |
| 3Y | +38.8% | +28.7% | +10.1% | +8.7% |
| All | +14.5% | -13.3% | +27.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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