+45.4%
NU vs CRL
-25.4%
+70.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.8% |
| 7D | -4.2% | -6.9% | +2.7% | -1.8% |
| 30D | +10.0% | -3.2% | +13.2% | +11.2% |
| 3M | +29.3% | +46.5% | -17.3% | +12.1% |
| 6M | +0.9% | +63.1% | -62.2% | -16.6% |
| YTD | -10.3% | +36.9% | -47.1% | -21.6% |
| 1Y | -3.2% | +78.1% | -81.3% | -24.4% |
| 3Y | +120.6% | +36.7% | +83.9% | +77.5% |
| All | +45.4% | -25.4% | +70.8% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling