+97.0%
NI vs CF
+227.0%
-130.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | +2.0% | +6.0% | -4.0% | +1.6% |
| 30D | -3.5% | +14.8% | -18.4% | -4.6% |
| 3M | -9.1% | +14.1% | -23.2% | -10.1% |
| 6M | -11.8% | +28.5% | -40.4% | -14.2% |
| YTD | +1.1% | +74.9% | -73.9% | -4.6% |
| 1Y | +6.7% | +61.7% | -55.0% | +1.4% |
| 3Y | +71.1% | +80.3% | -9.2% | +58.8% |
| All | +97.0% | +227.0% | -130.0% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling