+896.8%
NI vs CF
+5,948.3%
-5,051.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | +2.0% | +6.0% | -4.0% | +1.2% |
| 30D | -3.5% | +14.8% | -18.4% | -5.5% |
| 3M | -9.1% | +14.1% | -23.2% | -11.0% |
| 6M | -11.8% | +28.5% | -40.4% | -15.8% |
| YTD | +1.1% | +74.9% | -73.9% | -7.8% |
| 1Y | +6.7% | +61.7% | -55.0% | -1.7% |
| 3Y | +71.1% | +80.3% | -9.2% | +52.9% |
| 5Y | +94.3% | +226.0% | -131.7% | +54.9% |
| 10Y | +135.8% | +569.9% | -434.1% | +60.6% |
| All | +896.8% | +5,948.3% | -5,051.5% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling