+5,059.0%
NI vs CPB
+325.7%
+4,733.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | +0.2% |
| 7D | +2.0% | -8.6% | +10.6% | +4.1% |
| 30D | -3.5% | -7.2% | +3.7% | -2.0% |
| 3M | -9.1% | +0.9% | -10.0% | -9.8% |
| 6M | -11.8% | -11.8% | 0.0% | -9.9% |
| YTD | +1.1% | -19.4% | +20.5% | +5.3% |
| 1Y | +6.7% | -30.4% | +37.1% | +14.8% |
| 3Y | +71.1% | -40.2% | +111.2% | +89.0% |
| 5Y | +94.3% | -39.5% | +133.8% | +112.8% |
| 10Y | +135.8% | -47.4% | +183.2% | +159.0% |
| All | +5,059.0% | +325.7% | +4,733.2% | +3,712.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling