+70.1%
CB vs NTR
+42.0%
+28.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.6% |
| 7D | -0.6% | +3.8% | -4.5% | -0.9% |
| 30D | -3.9% | +25.2% | -29.1% | -5.4% |
| 3M | +4.9% | +21.0% | -16.1% | +3.5% |
| 6M | +3.3% | +7.6% | -4.3% | +2.6% |
| YTD | +8.5% | +32.9% | -24.3% | +5.7% |
| 1Y | +22.1% | +43.1% | -21.0% | +17.9% |
| 3Y | +70.1% | +41.6% | +28.5% | +67.1% |
| All | +70.1% | +42.0% | +28.1% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling