+14.6%
CI vs NVD
-98.7%
+113.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.4% |
| 7D | -1.3% | +27.3% | -28.6% | -2.0% |
| 30D | +6.4% | +59.9% | -53.6% | +5.1% |
| 3M | +10.7% | +39.4% | -28.7% | +9.5% |
| 6M | +5.5% | +27.6% | -22.1% | +4.5% |
| YTD | +11.4% | -17.9% | +29.3% | +10.9% |
| 1Y | +15.0% | -14.5% | +29.5% | +14.4% |
| 3Y | +9.0% | -98.6% | +107.5% | +18.1% |
| All | +14.6% | -98.7% | +113.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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