+933.1%
CI vs NDAQ
+2,327.9%
-1,394.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -0.7% |
| 7D | +1.3% | -2.4% | +3.8% | +2.0% |
| 30D | +4.4% | +2.5% | +2.0% | +3.6% |
| 3M | +0.7% | +9.9% | -9.3% | -2.6% |
| 6M | +0.3% | +9.4% | -9.1% | -2.9% |
| YTD | +3.8% | +0.4% | +3.4% | +2.6% |
| 1Y | -5.5% | +4.0% | -9.5% | -7.7% |
| 3Y | +8.1% | +94.4% | -86.3% | -14.5% |
| 5Y | +42.8% | +56.7% | -13.9% | +18.7% |
| 10Y | +143.9% | +375.3% | -231.4% | +44.1% |
| All | +933.1% | +2,327.9% | -1,394.8% | +311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling