+252.1%
CF vs NTR
+83.5%
+168.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.7% |
| 7D | +4.8% | +4.1% | +0.6% | +0.9% |
| 30D | +9.7% | +7.0% | +2.8% | +3.3% |
| 3M | +1.2% | +9.7% | -8.4% | -6.6% |
| 6M | +7.4% | +7.4% | 0.0% | +0.9% |
| YTD | +60.5% | +19.8% | +40.8% | +38.2% |
| 1Y | +50.7% | +25.4% | +25.3% | +24.6% |
| 3Y | +64.8% | +48.6% | +16.2% | +14.4% |
| 5Y | +115.8% | +24.0% | +91.7% | +62.4% |
| All | +252.1% | +83.5% | +168.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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