+254.6%
CF vs NTR
+82.2%
+172.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.3% |
| 7D | +10.4% | -0.6% | +10.9% | +10.9% |
| 30D | +7.6% | +5.4% | +2.2% | +2.5% |
| 3M | +5.2% | +7.3% | -2.2% | -1.2% |
| 6M | -0.1% | +2.2% | -2.3% | -2.2% |
| YTD | +61.7% | +18.9% | +42.8% | +40.1% |
| 1Y | +50.3% | +23.7% | +26.6% | +25.7% |
| 3Y | +66.0% | +47.5% | +18.5% | +15.9% |
| 5Y | +114.5% | +22.0% | +92.5% | +63.9% |
| All | +254.6% | +82.2% | +172.5% | +90.1% |
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