-40.7%
NOW vs CI
+15.8%
-56.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.0% |
| 30D | -27.0% | +4.7% | -31.7% | -26.5% |
| 3M | -17.7% | +5.2% | -22.9% | -16.8% |
| 6M | +12.7% | +3.8% | +8.9% | +13.8% |
| YTD | -32.9% | +9.2% | -42.1% | -30.9% |
| All | -40.7% | +15.8% | -56.5% | -39.1% |
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