+80.8%
CF vs NTRS
+161.8%
-81.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +14.3% | -1.2% | +15.5% | +14.3% |
| 3M | +27.9% | +8.8% | +19.1% | +27.0% |
| 6M | +25.5% | +34.7% | -9.2% | +22.6% |
| YTD | +81.2% | +37.2% | +43.9% | +75.9% |
| 1Y | +66.5% | +46.3% | +20.2% | +60.2% |
| All | +80.8% | +161.8% | -81.0% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling