+140.2%
NI vs CPB
-45.5%
+185.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.4% |
| 7D | -0.6% | -5.4% | +4.8% | +0.7% |
| 30D | -1.4% | -7.8% | +6.4% | +0.2% |
| 3M | -10.6% | -6.9% | -3.6% | -9.6% |
| 6M | -9.9% | -12.2% | +2.3% | -7.8% |
| YTD | +1.2% | -21.1% | +22.2% | +5.9% |
| 1Y | +4.4% | -33.5% | +37.9% | +14.0% |
| 3Y | +68.6% | -43.2% | +111.8% | +89.5% |
| 5Y | +98.0% | -40.9% | +138.9% | +118.9% |
| All | +140.2% | -45.5% | +185.7% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling