+246.7%
CB vs NI
+191.1%
+55.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | +7.3% | +11.2% | -3.9% | +2.3% |
| 3M | +7.0% | +9.2% | -2.1% | +2.8% |
| 6M | +16.3% | -1.8% | +18.2% | +17.0% |
| YTD | +19.7% | +12.0% | +7.7% | +13.0% |
| 1Y | +27.8% | +6.4% | +21.4% | +23.4% |
| 3Y | +72.0% | +99.4% | -27.4% | +22.1% |
| 5Y | +104.9% | +113.1% | -8.2% | +37.7% |
| 10Y | +246.7% | +192.3% | +54.5% | +118.0% |
| All | +246.7% | +191.1% | +55.7% | +118.0% |
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