-24.1%
NU vs CRL
+85.3%
-109.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.5% | +4.6% |
| 7D | +0.2% | -12.8% | +12.9% | +2.6% |
| 30D | -21.0% | +5.0% | -26.0% | -22.5% |
| 3M | -16.3% | +39.4% | -55.7% | -22.7% |
| 6M | -15.3% | +89.4% | -104.7% | -27.0% |
| YTD | -28.4% | +63.6% | -91.9% | -37.8% |
| 1Y | -24.1% | +83.5% | -107.6% | -35.4% |
| All | -24.1% | +85.3% | -109.5% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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