+74.0%
NTR vs CPB
-34.2%
+108.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -0.2% |
| 7D | -0.3% | -1.6% | +1.2% | -0.2% |
| 30D | +2.0% | +19.2% | -17.3% | +0.7% |
| 3M | +6.4% | -0.9% | +7.3% | +6.3% |
| 6M | +1.6% | +15.2% | -13.6% | +0.4% |
| YTD | +18.2% | -13.1% | +31.3% | +19.1% |
| 1Y | +23.9% | -22.4% | +46.4% | +25.9% |
| 3Y | +44.7% | -35.3% | +80.0% | +48.1% |
| 5Y | +21.3% | -33.0% | +54.3% | +23.3% |
| All | +74.0% | -34.2% | +108.3% | +72.4% |
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 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