-32.5%
CBRS vs NTR
+12.7%
-45.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.6% | +11.9% | +9.1% |
| 7D | +17.3% | +8.1% | +9.2% | +24.6% |
| 30D | -2.0% | +18.8% | -20.7% | +13.4% |
| 3M | -2.5% | +16.2% | -18.7% | -3.7% |
| All | -32.5% | +12.7% | -45.2% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling