+98.0%
NI vs CAG
-42.8%
+140.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | -0.6% | -5.9% | +5.3% | +0.9% |
| 30D | -1.4% | -1.5% | +0.1% | -1.2% |
| 3M | -10.6% | +11.5% | -22.0% | -13.6% |
| 6M | -9.9% | -15.7% | +5.8% | -6.2% |
| YTD | +1.2% | -10.2% | +11.4% | +2.9% |
| 1Y | +4.4% | -18.1% | +22.5% | +9.1% |
| 3Y | +68.6% | -39.4% | +108.0% | +90.6% |
| 5Y | +98.0% | -42.6% | +140.6% | +125.0% |
| All | +98.0% | -42.8% | +140.8% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling