+45.4%
NU vs COP
+119.9%
-74.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.2% | +1.0% | -5.2% | -4.4% |
| 30D | +10.0% | +9.6% | +0.5% | +8.1% |
| 3M | +29.3% | +15.0% | +14.2% | +25.6% |
| 6M | +0.9% | +21.8% | -20.8% | -4.1% |
| YTD | -10.3% | +49.6% | -59.9% | -19.5% |
| 1Y | -3.2% | +49.9% | -53.0% | -13.5% |
| 3Y | +120.6% | +22.6% | +97.9% | +103.6% |
| All | +45.4% | +119.9% | -74.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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