+19.7%
NU vs CSGP
-60.5%
+80.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.5% | +1.7% |
| 7D | +6.4% | -1.8% | +8.2% | +7.1% |
| 30D | -23.3% | +5.3% | -28.6% | -26.5% |
| 3M | -10.7% | +3.3% | -14.0% | -14.4% |
| 6M | -10.4% | -4.7% | -5.8% | -12.0% |
| YTD | -26.2% | -53.5% | +27.4% | +6.0% |
| 1Y | -22.1% | -53.7% | +31.6% | +11.7% |
| 3Y | +49.6% | -59.7% | +109.4% | +115.7% |
| All | +19.7% | -60.5% | +80.1% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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