+91.0%
NI vs CMS
+35.4%
+55.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.9% |
| 7D | -0.9% | -1.3% | +0.4% | 0.0% |
| 30D | +9.6% | +6.3% | +3.3% | +4.7% |
| 3M | +2.5% | -2.1% | +4.5% | +3.9% |
| 6M | -5.8% | -5.1% | -0.7% | -2.3% |
| YTD | +8.6% | +1.3% | +7.3% | +7.4% |
| 1Y | +6.0% | -1.4% | +7.4% | +6.9% |
| 3Y | +91.0% | +36.9% | +54.1% | +47.5% |
| All | +91.0% | +35.4% | +55.6% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling