+42.5%
CI vs NDAQ
+55.8%
-13.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.0% |
| 7D | +1.3% | -2.4% | +3.8% | +1.7% |
| 30D | +4.4% | +2.5% | +2.0% | +4.0% |
| 3M | +0.7% | +9.9% | -9.3% | -1.1% |
| 6M | +0.3% | +9.4% | -9.1% | -1.4% |
| YTD | +3.8% | +0.4% | +3.4% | +3.3% |
| 1Y | -5.5% | +4.0% | -9.5% | -6.7% |
| 3Y | +8.1% | +94.4% | -86.3% | -6.9% |
| All | +42.5% | +55.8% | -13.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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