-78.7%
CAPR vs NTRS
+259.9%
-338.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | -11.0% | +1.4% | -12.3% | -11.5% |
| 30D | +99.8% | -0.7% | +100.4% | +100.2% |
| 3M | -66.6% | +11.3% | -77.9% | -68.8% |
| 6M | -75.1% | +35.5% | -110.6% | -78.8% |
| YTD | -71.0% | +40.6% | -111.6% | -76.0% |
| 1Y | +30.0% | +49.2% | -19.2% | +4.9% |
| 3Y | +29.0% | +167.2% | -138.3% | -20.7% |
| 5Y | +70.8% | +94.9% | -24.1% | +16.3% |
| All | -78.7% | +259.9% | -338.6% | -91.1% |
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