+590.1%
CF vs NTRS
+256.1%
+334.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.8% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +15.3% | +0.2% | +15.1% | +15.0% |
| 3M | +24.3% | +13.2% | +11.1% | +16.9% |
| 6M | +23.9% | +36.9% | -13.0% | +5.9% |
| YTD | +77.3% | +39.1% | +38.1% | +49.2% |
| 1Y | +58.7% | +50.4% | +8.3% | +28.3% |
| 3Y | +72.8% | +166.8% | -94.0% | -1.2% |
| 5Y | +228.8% | +92.9% | +135.9% | +112.6% |
| All | +590.1% | +256.1% | +334.0% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling