+41.5%
NU vs CPNG
-46.1%
+87.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.7% | -4.0% |
| 7D | -4.9% | -1.1% | -3.8% | -4.5% |
| 30D | +7.8% | -7.4% | +15.2% | +11.3% |
| 3M | +20.9% | -12.3% | +33.3% | +26.9% |
| 6M | +0.9% | -19.4% | +20.3% | +7.7% |
| YTD | -12.7% | -35.9% | +23.2% | +2.7% |
| 1Y | -6.4% | -53.4% | +47.0% | +27.8% |
| 3Y | +98.1% | -20.0% | +118.1% | +94.1% |
| All | +41.5% | -46.1% | +87.6% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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