+223.5%
CB vs NI
+136.8%
+86.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.5% | +1.3% | -1.8% | -1.1% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | +4.2% | -9.5% | +13.6% | +8.6% |
| 6M | +4.7% | -10.2% | +15.0% | +9.5% |
| YTD | +8.8% | +1.8% | +7.1% | +7.3% |
| 1Y | +22.6% | +5.7% | +17.0% | +18.6% |
| 3Y | +70.6% | +69.6% | +1.0% | +30.8% |
| 5Y | +99.4% | +95.8% | +3.7% | +40.0% |
| 10Y | +223.5% | +145.1% | +78.4% | +115.3% |
| All | +223.5% | +136.8% | +86.7% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling