+309.0%
CFG vs NTRS
+259.9%
+49.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -1.7% |
| 30D | -4.6% | -0.7% | -4.0% | -4.1% |
| 3M | +6.7% | +11.3% | -4.7% | -3.6% |
| 6M | +22.1% | +35.5% | -13.4% | -8.6% |
| YTD | +23.2% | +40.6% | -17.4% | -11.4% |
| 1Y | +40.3% | +49.2% | -8.9% | -4.7% |
| 3Y | +187.9% | +167.2% | +20.7% | +11.0% |
| 5Y | +102.0% | +94.9% | +7.0% | +1.6% |
| All | +309.0% | +259.9% | +49.1% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling