+28.0%
NU vs COP
+128.3%
-100.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.6% | +10.2% | +11.5% |
| 7D | +9.9% | +4.4% | +5.5% | +9.1% |
| 30D | -11.5% | 0.0% | -11.4% | -11.6% |
| 3M | -5.1% | +15.0% | -20.1% | -7.8% |
| 6M | +3.1% | +22.0% | -18.9% | -1.4% |
| YTD | -21.0% | +55.3% | -76.4% | -29.8% |
| 1Y | -15.2% | +64.1% | -79.3% | -25.9% |
| 3Y | +56.4% | +34.1% | +22.4% | +41.6% |
| All | +28.0% | +128.3% | -100.4% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling