+95.6%
NTR vs CPB
-37.9%
+133.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.4% |
| 7D | +3.8% | -8.2% | +12.1% | +4.4% |
| 30D | +25.2% | -5.6% | +30.8% | +25.7% |
| 3M | +21.0% | +3.0% | +18.0% | +20.6% |
| 6M | +7.6% | -12.7% | +20.3% | +8.4% |
| YTD | +32.9% | -18.0% | +50.8% | +34.5% |
| 1Y | +43.1% | -31.7% | +74.8% | +46.7% |
| 3Y | +41.6% | -41.0% | +82.5% | +46.0% |
| 5Y | +54.8% | -38.4% | +93.2% | +58.4% |
| All | +95.6% | -37.9% | +133.5% | +94.7% |
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