+41.5%
NU vs CRL
-24.0%
+65.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.3% |
| 7D | -4.9% | -3.5% | -1.3% | -3.7% |
| 30D | +7.8% | -2.1% | +10.0% | +8.6% |
| 3M | +20.9% | +48.0% | -27.0% | +4.5% |
| 6M | +0.9% | +64.7% | -63.8% | -16.9% |
| YTD | -12.7% | +39.5% | -52.2% | -24.2% |
| 1Y | -6.4% | +74.2% | -80.6% | -26.2% |
| 3Y | +98.1% | +39.4% | +58.7% | +58.3% |
| All | +41.5% | -24.0% | +65.5% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling