+201.4%
CB vs NTR
+82.2%
+119.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | +7.3% | +5.4% | +2.0% | +5.8% |
| 3M | +7.0% | +7.3% | -0.3% | +4.8% |
| 6M | +16.3% | +2.2% | +14.1% | +15.1% |
| YTD | +19.7% | +18.9% | +0.8% | +12.4% |
| 1Y | +27.8% | +23.7% | +4.1% | +18.5% |
| 3Y | +72.0% | +47.5% | +24.5% | +47.7% |
| 5Y | +104.9% | +22.0% | +82.8% | +71.7% |
| All | +201.4% | +82.2% | +119.3% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling