+499.2%
NOW vs CI
+166.5%
+332.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.2% |
| 7D | -3.0% | -1.6% | -1.4% | -2.7% |
| 30D | -26.0% | +5.4% | -31.5% | -27.0% |
| 3M | -13.1% | +7.3% | -20.4% | -14.6% |
| 6M | +14.5% | +5.3% | +9.2% | +12.5% |
| YTD | -33.4% | +8.5% | -41.9% | -35.5% |
| 1Y | -40.6% | +17.1% | -57.7% | -43.7% |
| 3Y | -16.3% | +1.4% | -17.7% | -20.7% |
| 5Y | -26.3% | +50.5% | -76.8% | -40.0% |
| All | +499.2% | +166.5% | +332.7% | +289.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling