+98.1%
NU vs CTVA
+74.2%
+23.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -4.9% | -4.5% | -0.4% | -3.4% |
| 30D | +7.8% | +11.3% | -3.5% | +4.0% |
| 3M | +20.9% | +12.3% | +8.6% | +15.0% |
| 6M | +0.9% | +7.2% | -6.3% | -2.8% |
| YTD | -12.7% | +26.0% | -38.7% | -21.5% |
| 1Y | -6.4% | +16.0% | -22.4% | -13.3% |
| 3Y | +98.1% | +73.9% | +24.2% | +57.9% |
| All | +98.1% | +74.2% | +23.9% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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