+98.1%
NU vs CRS
+612.2%
-514.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.3% |
| 7D | -4.9% | -6.8% | +1.9% | -3.0% |
| 30D | +7.8% | -16.1% | +23.9% | +13.2% |
| 3M | +20.9% | -21.2% | +42.1% | +28.6% |
| 6M | +0.9% | +8.7% | -7.8% | -2.7% |
| YTD | -12.7% | +41.0% | -53.6% | -22.2% |
| 1Y | -6.4% | +82.7% | -89.1% | -23.4% |
| 3Y | +98.1% | +604.8% | -506.7% | +12.2% |
| All | +98.1% | +612.2% | -514.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling