+335.8%
CPB vs NTRS
+7,716.8%
-7,381.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.6% | -4.5% |
| 7D | -5.4% | +0.3% | -5.7% | -5.4% |
| 30D | -7.8% | +0.2% | -8.0% | -7.9% |
| 3M | -6.9% | +13.2% | -20.1% | -9.0% |
| 6M | -12.2% | +36.9% | -49.1% | -17.0% |
| YTD | -21.1% | +39.1% | -60.2% | -25.7% |
| 1Y | -33.5% | +50.4% | -83.9% | -38.3% |
| 3Y | -43.2% | +166.8% | -210.0% | -52.7% |
| 5Y | -40.9% | +92.9% | -133.8% | -49.0% |
| 10Y | -45.9% | +255.7% | -301.5% | -60.1% |
| All | +335.8% | +7,716.8% | -7,381.0% | +41.7% |
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