+132.2%
CFG vs NTR
+98.7%
+33.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +1.6% |
| 7D | -1.7% | -2.5% | +0.8% | -0.6% |
| 30D | -4.6% | +17.0% | -21.6% | -11.9% |
| 3M | +7.9% | +22.2% | -14.3% | -3.1% |
| 6M | +19.9% | +5.2% | +14.7% | +14.1% |
| YTD | +21.7% | +29.7% | -8.0% | +2.8% |
| 1Y | +38.4% | +39.4% | -1.0% | +11.7% |
| 3Y | +187.0% | +38.2% | +148.8% | +124.3% |
| 5Y | +99.5% | +47.6% | +51.9% | +22.9% |
| All | +132.2% | +98.7% | +33.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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