+41.9%
CI vs NI
+100.2%
-58.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -2.2% |
| 7D | -2.0% | +2.3% | -4.3% | -2.8% |
| 30D | -1.8% | -1.7% | -0.1% | -1.3% |
| 3M | -4.2% | -8.0% | +3.8% | -1.6% |
| 6M | +2.7% | -8.6% | +11.3% | +5.7% |
| YTD | +1.9% | +2.3% | -0.4% | +0.7% |
| 1Y | -6.3% | +6.9% | -13.2% | -8.7% |
| 3Y | +3.9% | +70.6% | -66.7% | -15.6% |
| 5Y | +41.9% | +96.4% | -54.5% | +2.8% |
| All | +41.9% | +100.2% | -58.3% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling