+303.4%
CME vs NI
+197.8%
+105.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +3.9% | +4.3% | -0.4% | +2.2% |
| 30D | +11.3% | +12.4% | -1.0% | +6.2% |
| 3M | +19.6% | +10.2% | +9.4% | +14.8% |
| 6M | +8.1% | -0.8% | +8.9% | +8.1% |
| YTD | +20.4% | +13.2% | +7.2% | +13.7% |
| 1Y | +16.5% | +10.1% | +6.4% | +11.3% |
| 3Y | +66.4% | +103.1% | -36.7% | +20.6% |
| 5Y | +74.5% | +115.5% | -41.1% | +20.2% |
| All | +303.4% | +197.8% | +105.5% | +170.7% |
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