+76.7%
CF vs NTR
+38.7%
+37.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.0% |
| 7D | +6.0% | +8.1% | -2.1% | 0.0% |
| 30D | +14.8% | +18.8% | -3.9% | +0.9% |
| 3M | +14.1% | +16.2% | -2.2% | +1.8% |
| 6M | +28.5% | +9.8% | +18.8% | +21.0% |
| YTD | +74.9% | +30.9% | +44.1% | +46.3% |
| 1Y | +61.7% | +41.8% | +19.9% | +27.6% |
| All | +76.7% | +38.7% | +37.9% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling