+970.4%
NI vs CF
+5,315.1%
-4,344.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -0.9% | -3.2% | +2.2% | -0.6% |
| 30D | +9.6% | +4.3% | +5.3% | +8.9% |
| 3M | +2.5% | +2.8% | -0.3% | +1.7% |
| 6M | -5.8% | +0.6% | -6.4% | -6.5% |
| YTD | +8.6% | +56.6% | -48.1% | +0.3% |
| 1Y | +6.0% | +49.6% | -43.6% | -1.5% |
| 3Y | +91.0% | +61.5% | +29.5% | +73.2% |
| 5Y | +104.8% | +124.0% | -19.2% | +72.7% |
| 10Y | +176.7% | +573.2% | -396.5% | +88.3% |
| All | +970.4% | +5,315.1% | -4,344.7% | +364.5% |
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