+6.8%
CI vs NI
+101.6%
-94.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -1.7% | +3.1% | -4.8% | -2.6% |
| 30D | +4.9% | +11.2% | -6.3% | +1.9% |
| 3M | +7.4% | +9.8% | -2.4% | +4.6% |
| 6M | +0.4% | -1.6% | +2.0% | +0.7% |
| YTD | +9.5% | +12.6% | -3.2% | +5.7% |
| 1Y | +12.0% | +7.8% | +4.2% | +9.5% |
| All | +6.8% | +101.6% | -94.9% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling