+47.2%
CAPR vs NTRS
+43.5%
+3.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.1% | +6.4% |
| 7D | +43.2% | +3.6% | +39.6% | +40.6% |
| 30D | +14.7% | +4.3% | +10.3% | +12.1% |
| 3M | +113.9% | -1.9% | +115.9% | +114.1% |
| 6M | -73.4% | +11.4% | -84.8% | -77.4% |
| YTD | -69.1% | +32.3% | -101.4% | -85.4% |
| 1Y | +47.2% | +42.5% | +4.7% | -72.5% |
| All | +47.2% | +43.5% | +3.7% | -72.5% |
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