+977.5%
NI vs CF
+5,277.9%
-4,300.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.0% | -2.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +10.0% | +2.2% | +7.8% | +9.6% |
| 3M | +4.3% | +2.1% | +2.1% | +3.6% |
| 6M | -6.5% | -6.5% | 0.0% | -6.2% |
| YTD | +9.3% | +55.6% | -46.3% | +1.1% |
| 1Y | +6.4% | +42.3% | -35.9% | -0.4% |
| 3Y | +89.1% | +55.7% | +33.3% | +72.4% |
| 5Y | +106.1% | +122.4% | -16.3% | +74.0% |
| 10Y | +178.5% | +568.5% | -390.0% | +89.7% |
| All | +977.5% | +5,277.9% | -4,300.5% | +368.0% |
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 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