+190.2%
NI vs CPB
-40.1%
+230.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +0.6% | -4.1% | +4.7% | +1.5% |
| 30D | +11.2% | +16.9% | -5.7% | +7.3% |
| 3M | +9.2% | -0.6% | +9.7% | +8.8% |
| 6M | -1.8% | +11.4% | -13.2% | -5.1% |
| YTD | +12.0% | -14.8% | +26.8% | +14.9% |
| 1Y | +6.4% | -24.8% | +31.2% | +12.6% |
| 3Y | +99.4% | -36.6% | +136.0% | +117.3% |
| 5Y | +113.1% | -33.3% | +146.5% | +128.4% |
| All | +190.2% | -40.1% | +230.4% | +197.9% |
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