+184.4%
CFG vs NTRS
+165.3%
+19.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -4.6% | +0.2% | -4.8% | -4.7% |
| 3M | +7.9% | +13.2% | -5.3% | -2.3% |
| 6M | +19.9% | +36.9% | -17.1% | -7.5% |
| YTD | +21.7% | +39.1% | -17.4% | -7.8% |
| 1Y | +38.4% | +50.4% | -12.0% | -1.8% |
| All | +184.4% | +165.3% | +19.1% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling