+15.2%
CI vs NVD
-98.6%
+113.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.3% | +2.3% |
| 7D | +2.6% | +43.9% | -41.3% | +1.6% |
| 30D | +7.3% | +74.0% | -66.7% | +5.8% |
| 3M | +9.5% | +48.3% | -38.8% | +8.2% |
| 6M | +6.4% | +30.3% | -23.9% | +5.3% |
| YTD | +12.0% | -12.9% | +24.9% | +11.3% |
| 1Y | +20.1% | -4.0% | +24.1% | +19.0% |
| 3Y | +9.6% | -98.5% | +108.0% | +18.5% |
| All | +15.2% | -98.6% | +113.9% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling