+6.8%
NOW vs CI
+42.7%
-35.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | +20.5% | +4.4% | +16.1% | +20.1% |
| 3M | +18.3% | +0.7% | +17.7% | +18.3% |
| 6M | +24.1% | +0.3% | +23.7% | +23.8% |
| YTD | -7.8% | +3.8% | -11.6% | -8.4% |
| 1Y | -21.4% | -5.5% | -15.9% | -21.3% |
| 3Y | +19.5% | +8.1% | +11.4% | +13.1% |
| All | +6.8% | +42.7% | -35.9% | -8.0% |
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 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