+45.2%
NU vs CTVA
+86.4%
-41.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.6% |
| 7D | -2.6% | -5.8% | +3.2% | -0.1% |
| 30D | +8.2% | +11.1% | -2.8% | +3.4% |
| 3M | +26.3% | +13.2% | +13.0% | +18.3% |
| 6M | +2.2% | +8.7% | -6.5% | -3.1% |
| YTD | -10.4% | +27.3% | -37.7% | -21.6% |
| 1Y | -3.0% | +18.0% | -21.0% | -12.3% |
| 3Y | +120.3% | +76.5% | +43.8% | +60.9% |
| All | +45.2% | +86.4% | -41.2% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling