+5,591.2%
CF vs NTRS
+494.3%
+5,096.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +4.8% | +3.2% | +1.6% | +3.1% |
| 30D | +4.7% | +9.6% | -4.9% | -0.4% |
| 3M | +7.4% | -6.0% | +13.4% | +9.9% |
| 6M | +0.6% | +10.4% | -9.8% | -5.6% |
| YTD | +64.1% | +32.5% | +31.7% | +38.1% |
| 1Y | +51.4% | +41.2% | +10.2% | +23.1% |
| 3Y | +67.8% | +173.4% | -105.6% | -8.7% |
| 5Y | +114.1% | +65.0% | +49.2% | +45.0% |
| 10Y | +480.1% | +192.3% | +287.8% | +175.9% |
| All | +5,591.2% | +494.3% | +5,096.8% | +1,377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling