+96.9%
NI vs CPB
-38.4%
+135.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.9% |
| 7D | +2.3% | -8.2% | +10.5% | +4.0% |
| 30D | -1.7% | -5.6% | +3.9% | -0.7% |
| 3M | -8.0% | +3.0% | -11.0% | -9.1% |
| 6M | -8.6% | -12.7% | +4.1% | -6.4% |
| YTD | +2.3% | -18.0% | +20.3% | +6.2% |
| 1Y | +6.9% | -31.7% | +38.7% | +16.3% |
| 3Y | +70.6% | -41.0% | +111.5% | +90.1% |
| All | +96.9% | -38.4% | +135.3% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling