+234.6%
CF vs NTR
+51.1%
+183.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.4% |
| 7D | -0.9% | +3.8% | -4.8% | -3.7% |
| 30D | +18.1% | +25.2% | -7.2% | -0.4% |
| 3M | +23.4% | +21.0% | +2.4% | +6.7% |
| 6M | +17.1% | +7.6% | +9.5% | +11.5% |
| YTD | +76.2% | +32.9% | +43.4% | +43.8% |
| 1Y | +62.3% | +43.1% | +19.2% | +24.8% |
| 3Y | +71.8% | +41.6% | +30.2% | +31.4% |
| 5Y | +234.6% | +54.8% | +179.8% | +110.6% |
| All | +234.6% | +51.1% | +183.5% | +110.6% |
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 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