+103.5%
NU vs CVS
+62.0%
+41.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.2% | -2.0% | -2.2% | -4.0% |
| 30D | +10.0% | +1.9% | +8.1% | +9.9% |
| 3M | +29.3% | -2.2% | +31.4% | +29.4% |
| 6M | +0.9% | +26.7% | -25.8% | -1.3% |
| YTD | -10.3% | +22.9% | -33.2% | -12.3% |
| 1Y | -3.2% | +32.9% | -36.1% | -6.2% |
| All | +103.5% | +62.0% | +41.5% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling