+283.7%
CF vs NTR
+100.5%
+183.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -1.9% |
| 7D | +6.0% | +8.1% | -2.1% | -0.7% |
| 30D | +14.8% | +18.8% | -3.9% | -0.6% |
| 3M | +14.1% | +16.2% | -2.2% | +0.4% |
| 6M | +28.5% | +9.8% | +18.8% | +19.7% |
| YTD | +74.9% | +30.9% | +44.1% | +40.2% |
| 1Y | +61.7% | +41.8% | +19.9% | +20.3% |
| 3Y | +80.3% | +35.8% | +44.6% | +35.7% |
| 5Y | +226.0% | +51.0% | +174.9% | +105.6% |
| All | +283.7% | +100.5% | +183.2% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling