-6.5%
NI vs CF
-5.0%
-1.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.0% | -2.0% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +10.0% | +2.2% | +7.8% | +10.0% |
| 3M | +4.3% | +2.1% | +2.1% | +4.1% |
| 6M | -6.5% | -6.5% | 0.0% | -6.1% |
| All | -6.5% | -5.0% | -1.5% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling