+6,646.7%
CB vs NI
+2,719.6%
+3,927.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +0.5% | +2.0% | -1.5% | -0.4% |
| 30D | -3.1% | -3.5% | +0.4% | -1.5% |
| 3M | +9.0% | -9.1% | +18.1% | +13.6% |
| 6M | +2.9% | -11.8% | +14.7% | +8.5% |
| YTD | +10.1% | +1.1% | +9.0% | +9.0% |
| 1Y | +22.8% | +6.7% | +16.1% | +18.3% |
| 3Y | +73.8% | +71.1% | +2.7% | +32.9% |
| 5Y | +99.2% | +94.3% | +4.9% | +41.6% |
| 10Y | +218.2% | +135.8% | +82.4% | +100.7% |
| All | +6,646.7% | +2,719.6% | +3,927.1% | +1,353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling