+27.9%
CAPR vs NTRS
+165.3%
-137.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -4.6% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | +111.2% | +0.2% | +111.0% | +111.0% |
| 3M | -67.2% | +13.2% | -80.4% | -70.1% |
| 6M | -75.1% | +36.9% | -112.1% | -79.9% |
| YTD | -71.2% | +39.1% | -110.3% | -77.4% |
| 1Y | +31.1% | +50.4% | -19.3% | -1.0% |
| All | +27.9% | +165.3% | -137.4% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling