+189.0%
NI vs CF
+494.2%
-305.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | +1.5% | +4.8% | -3.2% | +0.8% |
| 30D | +11.9% | +9.7% | +2.2% | +10.4% |
| 3M | +9.1% | +1.2% | +7.9% | +8.7% |
| 6M | -1.8% | +7.4% | -9.1% | -3.2% |
| YTD | +11.4% | +60.5% | -49.2% | +2.5% |
| 1Y | +6.4% | +50.7% | -44.4% | -1.3% |
| 3Y | +98.2% | +64.8% | +33.4% | +78.7% |
| 5Y | +110.1% | +115.8% | -5.7% | +76.0% |
| 10Y | +189.0% | +481.0% | -292.0% | +105.1% |
| All | +189.0% | +494.2% | -305.2% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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