+70.6%
NI vs CPB
-40.5%
+111.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +1.0% |
| 7D | +2.3% | -8.2% | +10.5% | +3.5% |
| 30D | -1.7% | -5.6% | +3.9% | -1.0% |
| 3M | -8.0% | +3.0% | -11.0% | -8.8% |
| 6M | -8.6% | -12.7% | +4.1% | -6.9% |
| YTD | +2.3% | -18.0% | +20.3% | +5.3% |
| 1Y | +6.9% | -31.7% | +38.7% | +14.3% |
| 3Y | +70.6% | -41.0% | +111.5% | +89.1% |
| All | +70.6% | -40.5% | +111.1% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling