-98.0%
CAPR vs NTRS
+378.4%
-476.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -9.5% | +1.7% | -11.2% | -9.8% |
| 30D | +121.5% | +0.1% | +121.4% | +121.5% |
| 3M | -65.4% | +9.8% | -75.2% | -66.1% |
| 6M | -67.5% | +34.7% | -102.2% | -69.3% |
| YTD | -68.6% | +37.4% | -106.0% | -70.5% |
| 1Y | +42.7% | +48.2% | -5.5% | +32.6% |
| 3Y | +43.4% | +163.5% | -120.1% | +22.4% |
| 5Y | +86.0% | +88.2% | -2.2% | +64.4% |
| 10Y | -77.4% | +246.8% | -324.3% | -81.0% |
| All | -98.0% | +378.4% | -476.4% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling