+142.3%
CI vs NI
+143.3%
-1.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +3.1% | -1.4% | +4.5% | +3.7% |
| 3M | -4.5% | -10.6% | +6.1% | 0.0% |
| 6M | +8.3% | -9.9% | +18.2% | +12.9% |
| YTD | +3.8% | +1.2% | +2.6% | +2.7% |
| 1Y | -5.0% | +4.4% | -9.4% | -7.3% |
| 3Y | +5.8% | +68.6% | -62.8% | -18.2% |
| 5Y | +50.6% | +98.0% | -47.4% | +6.1% |
| All | +142.3% | +143.3% | -1.0% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling