+979.5%
CI vs NDAQ
+2,593.6%
-1,614.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +5.4% | +16.5% | -11.1% | +0.6% |
| 3M | +7.3% | +13.5% | -6.2% | +3.0% |
| 6M | +5.3% | +20.9% | -15.6% | -1.2% |
| YTD | +8.5% | +11.4% | -2.9% | +3.7% |
| 1Y | +17.1% | +25.9% | -8.8% | +7.8% |
| 3Y | +1.4% | +119.9% | -118.4% | -22.7% |
| 5Y | +50.5% | +61.7% | -11.3% | +24.0% |
| 10Y | +168.5% | +481.6% | -313.1% | +49.4% |
| All | +979.5% | +2,593.6% | -1,614.1% | +315.8% |
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 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