+5,059.0%
NI vs CP
+7,669.4%
-2,610.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | +2.0% | -2.7% | +4.7% | +2.6% |
| 30D | -3.5% | +0.2% | -3.7% | -3.7% |
| 3M | -9.1% | +2.6% | -11.7% | -9.8% |
| 6M | -11.8% | +6.0% | -17.8% | -13.3% |
| YTD | +1.1% | +24.9% | -23.8% | -4.4% |
| 1Y | +6.7% | +20.1% | -13.4% | +1.7% |
| 3Y | +71.1% | +16.4% | +54.7% | +62.4% |
| 5Y | +94.3% | +31.7% | +62.6% | +77.7% |
| 10Y | +135.8% | +223.9% | -88.1% | +74.3% |
| All | +5,059.0% | +7,669.4% | -2,610.5% | +2,213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling