+97.0%
NI vs CMS
+23.4%
+73.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.5% |
| 7D | +2.0% | +0.4% | +1.7% | +1.7% |
| 30D | -3.5% | -3.6% | +0.1% | -0.7% |
| 3M | -9.1% | -1.9% | -7.2% | -7.8% |
| 6M | -11.8% | -11.0% | -0.9% | -3.3% |
| YTD | +1.1% | +0.2% | +0.9% | +0.6% |
| 1Y | +6.7% | -1.3% | +8.0% | +7.4% |
| 3Y | +71.1% | +35.9% | +35.1% | +29.9% |
| All | +97.0% | +23.4% | +73.6% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling