+45.2%
NU vs CP
+30.2%
+15.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.5% |
| 7D | -2.6% | +0.6% | -3.2% | -2.9% |
| 30D | +8.2% | -0.5% | +8.7% | +8.4% |
| 3M | +26.3% | +0.1% | +26.2% | +25.3% |
| 6M | +2.2% | +7.8% | -5.6% | -3.5% |
| YTD | -10.4% | +22.9% | -33.2% | -22.9% |
| 1Y | -3.0% | +21.3% | -24.3% | -16.0% |
| 3Y | +120.3% | +20.4% | +99.9% | +86.7% |
| All | +45.2% | +30.2% | +15.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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