+145.1%
NI vs CP
+224.3%
-79.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | -0.3% | -0.5% | +0.2% | -0.2% |
| 3M | -9.5% | +0.1% | -9.5% | -9.7% |
| 6M | -10.2% | +7.8% | -18.1% | -12.8% |
| YTD | +1.8% | +22.9% | -21.1% | -5.6% |
| 1Y | +5.7% | +21.3% | -15.6% | -1.7% |
| 3Y | +69.6% | +20.4% | +49.3% | +54.7% |
| 5Y | +95.8% | +34.9% | +60.8% | +67.8% |
| 10Y | +145.1% | +233.3% | -88.3% | +63.6% |
| All | +145.1% | +224.3% | -79.3% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling