+60.4%
CFG vs NTR
+19.8%
+40.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +5.1% | +2.0% | +3.2% | +4.6% |
| 3M | -11.2% | +6.4% | -17.6% | -12.8% |
| 6M | +9.6% | +1.6% | +7.9% | +8.5% |
| YTD | +15.0% | +18.2% | -3.3% | +7.8% |
| 1Y | +29.9% | +23.9% | +5.9% | +20.0% |
| 3Y | +192.1% | +44.7% | +147.4% | +152.8% |
| All | +60.4% | +19.8% | +40.5% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling