+41.5%
NU vs CRS
+1,513.7%
-1,472.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.3% |
| 7D | -4.9% | -6.8% | +1.9% | -2.6% |
| 30D | +7.8% | -16.1% | +23.9% | +14.4% |
| 3M | +20.9% | -21.2% | +42.1% | +30.3% |
| 6M | +0.9% | +8.7% | -7.8% | -3.6% |
| YTD | -12.7% | +41.0% | -53.6% | -24.4% |
| 1Y | -6.4% | +82.7% | -89.1% | -27.3% |
| 3Y | +98.1% | +604.8% | -506.7% | -14.0% |
| All | +41.5% | +1,513.7% | -1,472.2% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling