+644.2%
NI vs CG
+282.0%
+362.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | +12.4% | +11.2% | +1.2% | +10.3% |
| 3M | +10.2% | -22.1% | +32.3% | +14.4% |
| 6M | -0.8% | -17.9% | +17.1% | +1.9% |
| YTD | +13.2% | -31.3% | +44.5% | +19.2% |
| 1Y | +10.1% | -24.0% | +34.0% | +13.7% |
| 3Y | +103.1% | +45.0% | +58.1% | +81.7% |
| 5Y | +115.5% | -22.6% | +138.2% | +109.7% |
| 10Y | +195.5% | +282.1% | -86.6% | +118.5% |
| All | +644.2% | +282.0% | +362.2% | +437.3% |
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