-27.2%
NOW vs CI
+48.8%
-76.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -1.7% | -1.7% | +0.1% | -1.5% |
| 30D | -27.4% | +4.9% | -32.2% | -27.7% |
| 3M | -19.4% | +7.4% | -26.8% | -19.9% |
| 6M | +13.1% | +0.4% | +12.7% | +12.9% |
| YTD | -34.3% | +9.5% | -43.8% | -35.0% |
| 1Y | -41.8% | +12.0% | -53.7% | -42.6% |
| 3Y | -20.7% | +7.1% | -27.8% | -23.7% |
| 5Y | -27.2% | +49.3% | -76.5% | -38.8% |
| All | -27.2% | +48.8% | -76.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling