+177.2%
CB vs NTR
+100.5%
+76.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.5% |
| 7D | +0.5% | +8.1% | -7.6% | -1.5% |
| 30D | -3.1% | +18.8% | -21.9% | -7.4% |
| 3M | +9.0% | +16.2% | -7.3% | +4.4% |
| 6M | +2.9% | +9.8% | -6.9% | -0.6% |
| YTD | +10.1% | +30.9% | -20.8% | +1.0% |
| 1Y | +22.8% | +41.8% | -19.0% | +9.7% |
| 3Y | +73.8% | +35.8% | +38.0% | +54.1% |
| 5Y | +99.2% | +51.0% | +48.1% | +54.2% |
| All | +177.2% | +100.5% | +76.7% | +68.4% |
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