-11.8%
CAG vs NTR
+43.1%
-54.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -3.8% | +8.1% | -11.9% | -4.3% |
| 30D | +3.1% | +18.8% | -15.6% | +2.1% |
| 3M | +23.5% | +16.2% | +7.3% | +22.4% |
| 6M | -14.8% | +9.8% | -24.6% | -15.6% |
| YTD | -5.4% | +30.9% | -36.3% | -8.5% |
| 1Y | -11.8% | +41.8% | -53.6% | -14.4% |
| All | -11.8% | +43.1% | -54.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling