-42.5%
NOW vs CI
+18.7%
-61.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -2.7% |
| 7D | -8.7% | +2.6% | -11.4% | -8.4% |
| 30D | -29.3% | +7.3% | -36.6% | -28.5% |
| 3M | -21.8% | +9.5% | -31.3% | -20.5% |
| 6M | +9.2% | +6.4% | +2.8% | +10.7% |
| YTD | -35.0% | +12.0% | -47.0% | -32.8% |
| 1Y | -42.5% | +20.1% | -62.6% | -40.8% |
| All | -42.5% | +18.7% | -61.2% | -40.8% |
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