+48.4%
NU vs CP
+31.7%
+16.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | +6.0% | +2.4% | +3.6% | +4.5% |
| 30D | +10.8% | -0.5% | +11.3% | +10.9% |
| 3M | +32.2% | +1.4% | +30.7% | +30.1% |
| 6M | +5.1% | +10.3% | -5.2% | -2.2% |
| YTD | -8.4% | +24.3% | -32.7% | -21.7% |
| 1Y | +0.7% | +20.4% | -19.7% | -12.3% |
| 3Y | +125.1% | +21.8% | +103.3% | +89.5% |
| All | +48.4% | +31.7% | +16.7% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling