+5,440.1%
NI vs CMS
+463.7%
+4,976.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.2% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | +9.6% | +6.3% | +3.3% | +6.9% |
| 3M | +2.5% | -2.1% | +4.5% | +3.4% |
| 6M | -5.8% | -5.1% | -0.7% | -3.7% |
| YTD | +8.6% | +1.3% | +7.3% | +8.1% |
| 1Y | +6.0% | -1.4% | +7.4% | +6.7% |
| 3Y | +91.0% | +36.9% | +54.1% | +68.3% |
| 5Y | +104.8% | +32.5% | +72.2% | +84.2% |
| 10Y | +176.7% | +126.8% | +49.9% | +111.8% |
| All | +5,440.1% | +463.7% | +4,976.4% | +2,801.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling