+237.8%
CF vs NTRS
+88.7%
+149.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | +14.3% | -1.2% | +15.5% | +14.5% |
| 3M | +27.9% | +8.8% | +19.1% | +25.6% |
| 6M | +25.5% | +34.7% | -9.2% | +18.1% |
| YTD | +81.2% | +37.2% | +43.9% | +69.1% |
| 1Y | +66.5% | +46.3% | +20.2% | +53.0% |
| 3Y | +76.7% | +163.2% | -86.6% | +36.9% |
| 5Y | +237.8% | +86.9% | +150.9% | +171.5% |
| All | +237.8% | +88.7% | +149.1% | +171.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling