+287.5%
CAH vs NTRS
+259.9%
+27.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -5.1% | +1.4% | -6.5% | -5.5% |
| 30D | +0.2% | -0.7% | +0.8% | +0.4% |
| 3M | +6.3% | +11.3% | -5.0% | +2.3% |
| 6M | +9.4% | +35.5% | -26.1% | -2.0% |
| YTD | +15.0% | +40.6% | -25.6% | +1.1% |
| 1Y | +55.4% | +49.2% | +6.2% | +33.4% |
| 3Y | +173.8% | +167.2% | +6.6% | +82.6% |
| 5Y | +395.2% | +94.9% | +300.3% | +264.4% |
| All | +287.5% | +259.9% | +27.5% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling