+189.0%
NI vs CMS
+134.3%
+54.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | +1.5% | +0.5% | +1.0% | +1.1% |
| 30D | +11.9% | +7.4% | +4.4% | +5.0% |
| 3M | +9.1% | +1.9% | +7.3% | +7.3% |
| 6M | -1.8% | -2.3% | +0.6% | +0.1% |
| YTD | +11.4% | +3.0% | +8.4% | +8.0% |
| 1Y | +6.4% | -2.8% | +9.2% | +8.5% |
| 3Y | +98.2% | +37.9% | +60.3% | +45.8% |
| 5Y | +110.1% | +34.0% | +76.1% | +57.3% |
| 10Y | +189.0% | +138.1% | +50.9% | +37.4% |
| All | +189.0% | +134.3% | +54.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling