+45.4%
NU vs CVS
+17.9%
+27.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.2% | -2.0% | -2.2% | -3.9% |
| 30D | +10.0% | +1.9% | +8.1% | +9.7% |
| 3M | +29.3% | -2.2% | +31.4% | +29.6% |
| 6M | +0.9% | +26.7% | -25.8% | -3.2% |
| YTD | -10.3% | +22.9% | -33.2% | -13.9% |
| 1Y | -3.2% | +32.9% | -36.1% | -8.5% |
| 3Y | +120.6% | +62.3% | +58.3% | +97.0% |
| All | +45.4% | +17.9% | +27.5% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling