+5,554.3%
NI vs CP
+7,892.9%
-2,338.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | 0.0% | +1.6% |
| 7D | +0.4% | +2.8% | -2.3% | -0.2% |
| 30D | +11.3% | +11.3% | 0.0% | +8.5% |
| 3M | +6.5% | +2.9% | +3.6% | +5.6% |
| 6M | -2.3% | +9.8% | -12.0% | -4.5% |
| YTD | +10.8% | +28.5% | -17.7% | +4.0% |
| 1Y | +6.2% | +33.5% | -27.3% | -1.2% |
| 3Y | +98.7% | +31.9% | +66.7% | +82.9% |
| 5Y | +111.3% | +25.5% | +85.8% | +95.5% |
| 10Y | +178.1% | +257.6% | -79.5% | +101.2% |
| All | +5,554.3% | +7,892.9% | -2,338.6% | +2,417.5% |
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