+112.0%
CF vs NTR
+23.5%
+88.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.5% |
| 7D | -3.2% | +3.0% | -6.1% | -5.5% |
| 30D | +4.3% | +2.2% | +2.2% | +2.4% |
| 3M | +2.8% | +7.9% | -5.1% | -3.0% |
| 6M | +0.6% | -1.5% | +2.1% | +1.5% |
| YTD | +56.6% | +18.6% | +38.0% | +39.3% |
| 1Y | +49.6% | +31.7% | +17.9% | +23.1% |
| 3Y | +61.5% | +46.4% | +15.1% | +20.9% |
| All | +112.0% | +23.5% | +88.5% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling