+6,548.9%
CB vs NTRS
+2,969.0%
+3,579.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.6% | +1.7% | -2.3% | -1.3% |
| 30D | -3.9% | +0.1% | -4.0% | -4.0% |
| 3M | +4.9% | +9.8% | -4.9% | +0.4% |
| 6M | +3.3% | +34.7% | -31.4% | -9.7% |
| YTD | +8.5% | +37.4% | -28.9% | -6.4% |
| 1Y | +22.1% | +48.2% | -26.1% | +1.5% |
| 3Y | +70.1% | +163.5% | -93.4% | +6.4% |
| 5Y | +97.4% | +88.2% | +9.2% | +38.2% |
| 10Y | +216.8% | +246.8% | -30.0% | +63.0% |
| All | +6,548.9% | +2,969.0% | +3,579.9% | +1,634.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling