+8.5%
NI vs CP
+35.2%
-26.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.8% |
| 7D | +3.9% | +5.6% | -1.6% | +2.7% |
| 30D | +15.3% | +10.0% | +5.3% | +13.0% |
| 3M | +2.4% | +4.4% | -2.0% | +1.2% |
| 6M | -4.5% | +14.1% | -18.6% | -7.5% |
| YTD | +11.4% | +29.1% | -17.7% | +4.8% |
| 1Y | +8.5% | +34.6% | -26.1% | +0.8% |
| All | +8.5% | +35.2% | -26.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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