+7,463.6%
CI vs NI
+5,092.7%
+2,370.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +1.3% | +2.0% | -0.7% | +0.4% |
| 30D | +4.4% | -3.5% | +8.0% | +6.0% |
| 3M | +0.7% | -9.1% | +9.8% | +4.8% |
| 6M | +0.3% | -11.8% | +12.2% | +5.7% |
| YTD | +3.8% | +1.1% | +2.7% | +2.8% |
| 1Y | -5.5% | +6.7% | -12.2% | -8.6% |
| 3Y | +8.1% | +71.1% | -63.0% | -16.8% |
| 5Y | +42.8% | +94.3% | -51.5% | +2.5% |
| 10Y | +143.9% | +135.8% | +8.1% | +55.6% |
| All | +7,463.6% | +5,092.7% | +2,370.9% | +1,173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling