+140.2%
NI vs CAG
-36.2%
+176.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | 0.0% | -5.7% | +5.7% | +1.4% |
| 30D | -1.4% | -2.4% | +1.0% | -0.9% |
| 3M | -10.6% | +9.8% | -20.4% | -12.9% |
| 6M | -9.3% | -10.8% | +1.5% | -7.4% |
| YTD | +1.1% | -10.8% | +12.0% | +2.9% |
| 1Y | +3.4% | -19.0% | +22.3% | +7.5% |
| 3Y | +67.9% | -39.7% | +107.6% | +86.3% |
| 5Y | +98.0% | -43.0% | +140.9% | +122.3% |
| All | +140.2% | -36.2% | +176.3% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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