+5,059.0%
NI vs CAG
+604.9%
+4,454.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | +2.0% | -3.8% | +5.8% | +2.9% |
| 30D | -3.5% | +3.1% | -6.7% | -4.3% |
| 3M | -9.1% | +23.5% | -32.6% | -13.6% |
| 6M | -11.8% | -14.8% | +3.0% | -9.2% |
| YTD | +1.1% | -5.4% | +6.5% | +1.5% |
| 1Y | +6.7% | -11.8% | +18.5% | +8.6% |
| 3Y | +71.1% | -36.7% | +107.7% | +85.8% |
| 5Y | +94.3% | -40.3% | +134.6% | +113.1% |
| 10Y | +135.8% | -37.0% | +172.8% | +147.2% |
| All | +5,059.0% | +604.9% | +4,454.1% | +3,164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling