-38.7%
NOW vs CI
+21.2%
-59.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | +0.1% |
| 7D | -27.5% | +3.5% | -31.1% | -27.2% |
| 30D | -20.0% | +12.6% | -32.6% | -18.7% |
| 3M | -7.9% | +12.1% | -20.0% | -6.1% |
| 6M | +18.3% | +10.6% | +7.7% | +21.1% |
| YTD | -29.0% | +12.8% | -41.8% | -26.8% |
| 1Y | -38.7% | +18.0% | -56.7% | -37.3% |
| All | -38.7% | +21.2% | -59.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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