+48.8%
NU vs CSGP
-60.9%
+109.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.8% |
| 7D | +7.5% | -4.1% | +11.5% | +9.6% |
| 30D | +6.1% | +2.3% | +3.8% | +4.2% |
| 3M | +26.8% | -8.2% | +35.0% | +29.9% |
| 6M | +2.5% | -35.1% | +37.5% | +26.0% |
| YTD | -8.2% | -54.0% | +45.8% | +35.0% |
| 1Y | +3.4% | -65.3% | +68.7% | +80.5% |
| 3Y | +116.2% | -62.6% | +178.7% | +234.5% |
| All | +48.8% | -60.9% | +109.7% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling