+297.4%
CF vs NTR
+103.7%
+193.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.8% | +0.5% | -1.4% | -1.3% |
| 30D | +14.3% | +21.7% | -7.5% | -3.2% |
| 3M | +27.9% | +22.8% | +5.1% | +7.4% |
| 6M | +25.5% | +8.2% | +17.3% | +18.1% |
| YTD | +81.2% | +32.9% | +48.3% | +43.3% |
| 1Y | +66.5% | +45.3% | +21.2% | +21.3% |
| 3Y | +76.7% | +41.7% | +35.0% | +28.2% |
| 5Y | +237.8% | +49.8% | +188.0% | +115.2% |
| All | +297.4% | +103.7% | +193.8% | +94.5% |
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