+101.0%
CB vs NTRS
+88.8%
+12.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | +2.8% | +13.2% | -10.4% | -0.4% |
| 6M | +4.8% | +36.9% | -32.2% | -3.3% |
| YTD | +9.2% | +39.1% | -29.9% | 0.0% |
| 1Y | +22.8% | +50.4% | -27.6% | +10.0% |
| 3Y | +71.1% | +166.8% | -95.6% | +27.6% |
| 5Y | +101.0% | +92.9% | +8.1% | +64.1% |
| All | +101.0% | +88.8% | +12.2% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling