+45.2%
NU vs CPNG
-47.4%
+92.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -2.6% | -7.6% | +5.0% | +0.8% |
| 30D | +8.2% | -8.8% | +17.1% | +12.5% |
| 3M | +26.3% | -7.2% | +33.5% | +28.7% |
| 6M | +2.2% | -21.5% | +23.8% | +10.5% |
| YTD | -10.4% | -37.4% | +27.0% | +6.6% |
| 1Y | -3.0% | -54.3% | +51.4% | +33.8% |
| 3Y | +120.3% | -20.3% | +140.6% | +116.0% |
| All | +45.2% | -47.4% | +92.6% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling