+10.1%
NI vs CMS
-2.7%
+12.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.7% |
| 7D | +4.3% | +1.7% | +2.6% | +2.9% |
| 30D | +12.4% | +6.2% | +6.2% | +7.3% |
| 3M | +10.2% | +0.6% | +9.5% | +9.4% |
| 6M | -0.8% | -1.8% | +1.0% | +0.3% |
| YTD | +13.2% | +3.8% | +9.4% | +10.7% |
| 1Y | +10.1% | -1.8% | +11.8% | +12.2% |
| All | +10.1% | -2.7% | +12.8% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling