+48.4%
NU vs CVS
+18.9%
+29.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +6.0% | -1.6% | +7.6% | +6.3% |
| 30D | +10.8% | +0.4% | +10.4% | +10.7% |
| 3M | +32.2% | -0.4% | +32.6% | +32.1% |
| 6M | +5.1% | +25.1% | -20.0% | +1.1% |
| YTD | -8.4% | +23.9% | -32.3% | -12.2% |
| 1Y | +0.7% | +41.1% | -40.4% | -5.9% |
| 3Y | +125.1% | +63.6% | +61.5% | +100.9% |
| All | +48.4% | +18.9% | +29.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling