+48.4%
NU vs CNH
-1.5%
+49.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +2.0% |
| 7D | +6.0% | +8.8% | -2.8% | +2.2% |
| 30D | +10.8% | +24.7% | -13.9% | +0.4% |
| 3M | +32.2% | +27.3% | +4.8% | +17.7% |
| 6M | +5.1% | +23.2% | -18.0% | -6.2% |
| YTD | -8.4% | +48.9% | -57.4% | -26.1% |
| 1Y | +0.7% | +19.4% | -18.7% | -9.8% |
| 3Y | +125.1% | +7.8% | +117.4% | +105.3% |
| All | +48.4% | -1.5% | +49.9% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling