-3.0%
NU vs CP
+19.4%
-22.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +8.2% | -0.5% | +8.7% | +8.2% |
| 3M | +26.3% | +0.1% | +26.2% | +25.7% |
| 6M | +2.2% | +7.8% | -5.6% | -0.9% |
| YTD | -10.4% | +22.9% | -33.2% | -15.6% |
| 1Y | -3.0% | +21.3% | -24.3% | -8.6% |
| All | -3.0% | +19.4% | -22.4% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling