-43.7%
CPB vs NTRS
+168.2%
-211.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | -1.8% | +1.4% | -3.1% | -1.8% |
| 30D | -7.1% | -0.7% | -6.4% | -7.0% |
| 3M | -6.0% | +11.3% | -17.4% | -6.5% |
| 6M | -5.3% | +35.5% | -40.8% | -6.8% |
| YTD | -20.8% | +40.6% | -61.4% | -22.5% |
| 1Y | -33.8% | +49.2% | -83.1% | -35.6% |
| 3Y | -43.7% | +167.2% | -211.0% | -48.9% |
| All | -43.7% | +168.2% | -211.9% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling