+13.9%
CI vs NVD
-12.2%
+26.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.9% |
| 3M | +10.7% | +39.4% | -28.7% | +9.3% |
| 6M | +5.5% | +27.6% | -22.1% | +4.7% |
| YTD | +11.4% | -17.9% | +29.3% | +7.6% |
| All | +13.9% | -12.2% | +26.1% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling