-4.0%
CAG vs NTRS
+37.4%
-41.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.3% |
| 7D | +10.1% | -0.9% | +11.0% | +10.0% |
| 30D | +15.3% | +1.1% | +14.2% | +15.4% |
| 3M | +3.3% | -6.6% | +9.9% | +2.6% |
| 6M | +12.1% | +7.1% | +5.0% | +11.6% |
| YTD | -5.3% | +27.4% | -32.6% | -7.8% |
| 1Y | -4.0% | +36.5% | -40.6% | -9.5% |
| All | -4.0% | +37.4% | -41.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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