+48.4%
NU vs CRL
-23.3%
+71.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | +6.0% | -0.6% | +6.6% | +6.3% |
| 30D | +10.8% | +5.0% | +5.8% | +8.9% |
| 3M | +32.2% | +50.6% | -18.4% | +13.5% |
| 6M | +5.1% | +60.9% | -55.8% | -12.7% |
| YTD | -8.4% | +40.7% | -49.2% | -20.8% |
| 1Y | +0.7% | +73.3% | -72.6% | -20.5% |
| 3Y | +125.1% | +40.6% | +84.5% | +79.5% |
| All | +48.4% | -23.3% | +71.7% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling