+19.7%
NU vs CP
+36.2%
-16.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.6% |
| 7D | +6.4% | +2.8% | +3.6% | +4.7% |
| 30D | -23.3% | +11.3% | -34.7% | -28.2% |
| 3M | -10.7% | +2.9% | -13.5% | -12.6% |
| 6M | -10.4% | +9.8% | -20.2% | -16.3% |
| YTD | -26.2% | +28.5% | -54.7% | -38.3% |
| 1Y | -22.1% | +33.5% | -55.6% | -36.6% |
| 3Y | +49.6% | +31.9% | +17.7% | +18.8% |
| All | +19.7% | +36.2% | -16.5% | -9.2% |
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