+272.2%
CME vs NI
+143.3%
+128.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | +6.2% | -1.4% | +7.6% | +6.7% |
| 3M | +4.4% | -10.6% | +15.0% | +8.9% |
| 6M | -9.6% | -9.9% | +0.3% | -6.2% |
| YTD | +3.8% | +1.2% | +2.6% | +2.7% |
| 1Y | +9.5% | +4.4% | +5.1% | +6.8% |
| 3Y | +51.9% | +68.6% | -16.7% | +19.6% |
| 5Y | +78.7% | +98.0% | -19.3% | +28.4% |
| All | +272.2% | +143.3% | +128.9% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling