+372.0%
CAH vs NTR
+97.9%
+274.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -5.1% | -1.3% | -3.8% | -4.8% |
| 30D | +0.2% | +16.8% | -16.6% | -3.3% |
| 3M | +6.3% | +20.7% | -14.5% | +1.6% |
| 6M | +9.4% | +0.5% | +8.9% | +8.6% |
| YTD | +15.0% | +29.2% | -14.2% | +7.0% |
| 1Y | +55.4% | +39.6% | +15.9% | +41.2% |
| 3Y | +173.8% | +37.9% | +135.9% | +145.2% |
| 5Y | +395.2% | +47.1% | +348.1% | +294.2% |
| All | +372.0% | +97.9% | +274.0% | +195.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling