+219.8%
CB vs NTRS
+259.9%
-40.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | -1.2% | -0.7% | -0.5% | -1.0% |
| 3M | +3.8% | +11.3% | -7.5% | -0.8% |
| 6M | +5.8% | +35.5% | -29.8% | -6.9% |
| YTD | +9.4% | +40.6% | -31.2% | -5.6% |
| 1Y | +20.7% | +49.2% | -28.5% | +1.2% |
| 3Y | +70.1% | +167.2% | -97.2% | +7.1% |
| 5Y | +101.4% | +94.9% | +6.4% | +42.2% |
| All | +219.8% | +259.9% | -40.1% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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