+564.4%
NI vs CG
+351.2%
+213.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +2.0% | -4.3% | +6.3% | +2.7% |
| 30D | -3.5% | -5.1% | +1.5% | -2.8% |
| 3M | -9.1% | +8.7% | -17.8% | -10.6% |
| 6M | -11.8% | -9.2% | -2.6% | -10.9% |
| YTD | +1.1% | -18.9% | +20.0% | +3.7% |
| 1Y | +6.7% | -25.6% | +32.3% | +10.8% |
| 3Y | +71.1% | +57.3% | +13.8% | +51.4% |
| 5Y | +94.3% | +10.2% | +84.1% | +77.7% |
| 10Y | +135.8% | +364.2% | -228.4% | +69.3% |
| All | +564.4% | +351.2% | +213.3% | +367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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