+205.8%
CB vs NTR
+81.1%
+124.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +2.9% | -0.3% | +3.3% | +3.0% |
| 30D | +7.3% | +2.0% | +5.3% | +6.7% |
| 3M | +9.4% | +6.4% | +3.0% | +7.4% |
| 6M | +19.6% | +1.6% | +18.0% | +18.5% |
| YTD | +21.5% | +18.2% | +3.3% | +14.2% |
| 1Y | +28.0% | +23.9% | +4.1% | +18.6% |
| 3Y | +74.9% | +44.7% | +30.2% | +51.1% |
| 5Y | +108.1% | +21.3% | +86.8% | +74.7% |
| All | +205.8% | +81.1% | +124.7% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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