-25.7%
NOW vs CI
+49.2%
-74.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -27.0% | +4.7% | -31.7% | -27.3% |
| 3M | -17.7% | +5.2% | -22.9% | -18.1% |
| 6M | +12.7% | +3.8% | +8.9% | +12.2% |
| YTD | -32.9% | +9.2% | -42.1% | -33.7% |
| 1Y | -40.4% | +14.3% | -54.6% | -41.4% |
| 3Y | -17.1% | +8.4% | -25.5% | -20.5% |
| 5Y | -25.7% | +50.0% | -75.7% | -37.1% |
| All | -25.7% | +49.2% | -74.8% | -37.1% |
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 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