+100.6%
CB vs NI
+110.6%
-9.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | +6.5% | +11.3% | -4.8% | +2.6% |
| 3M | +4.1% | +6.5% | -2.4% | +1.8% |
| 6M | +14.4% | -2.3% | +16.7% | +15.1% |
| YTD | +17.5% | +10.8% | +6.7% | +12.9% |
| 1Y | +27.5% | +6.2% | +21.3% | +24.3% |
| 3Y | +71.6% | +98.7% | -27.1% | +32.8% |
| 5Y | +100.6% | +111.3% | -10.7% | +40.0% |
| All | +100.6% | +110.6% | -9.9% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling