+37.9%
NTR vs CPB
-43.0%
+80.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | +16.8% | -7.1% | +23.9% | +17.0% |
| 3M | +20.7% | -6.0% | +26.8% | +21.0% |
| 6M | +0.5% | -5.3% | +5.8% | +0.6% |
| YTD | +29.2% | -20.8% | +50.0% | +30.7% |
| 1Y | +39.6% | -33.8% | +73.4% | +42.4% |
| 3Y | +37.9% | -43.7% | +81.6% | +42.4% |
| All | +37.9% | -43.0% | +80.9% | +42.4% |
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