-43.7%
CAG vs NTR
+98.7%
-142.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.3% | -2.5% |
| 7D | -5.9% | -2.5% | -3.4% | -5.7% |
| 30D | -1.5% | +17.0% | -18.6% | -3.0% |
| 3M | +11.5% | +22.2% | -10.7% | +9.3% |
| 6M | -15.7% | +5.2% | -20.9% | -16.3% |
| YTD | -10.2% | +29.7% | -39.9% | -12.7% |
| 1Y | -18.1% | +39.4% | -57.5% | -21.0% |
| 3Y | -39.4% | +38.2% | -77.6% | -41.9% |
| 5Y | -42.6% | +47.6% | -90.2% | -46.8% |
| All | -43.7% | +98.7% | -142.4% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling