+5,967.0%
CF vs NTRS
+522.3%
+5,444.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +6.0% | +0.4% | +5.6% | +5.7% |
| 30D | +14.8% | +1.7% | +13.1% | +13.7% |
| 3M | +14.1% | +8.9% | +5.2% | +8.6% |
| 6M | +28.5% | +30.6% | -2.1% | +10.4% |
| YTD | +74.9% | +38.7% | +36.3% | +44.8% |
| 1Y | +61.7% | +48.1% | +13.6% | +28.8% |
| 3Y | +80.3% | +165.5% | -85.2% | 0.0% |
| 5Y | +226.0% | +85.6% | +140.4% | +108.0% |
| 10Y | +569.9% | +246.1% | +323.8% | +193.2% |
| All | +5,967.0% | +522.3% | +5,444.7% | +1,449.4% |
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