-3.8%
NU vs CVS
+33.2%
-37.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.2% | -2.0% | -2.2% | -4.2% |
| 30D | +10.0% | +1.9% | +8.1% | +10.0% |
| 3M | +29.3% | -2.2% | +31.4% | +29.3% |
| 6M | +0.9% | +26.7% | -25.8% | +0.5% |
| YTD | -10.3% | +22.9% | -33.2% | -11.6% |
| All | -3.8% | +33.2% | -37.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling