+357.2%
CFG vs NTRS
+267.3%
+89.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | +2.7% | +1.7% | +1.0% | +1.2% |
| 30D | -3.7% | +0.1% | -3.8% | -3.8% |
| 3M | +9.5% | +9.8% | -0.4% | +0.2% |
| 6M | +22.2% | +34.7% | -12.4% | -7.7% |
| YTD | +22.3% | +37.4% | -15.1% | -9.8% |
| 1Y | +39.4% | +48.2% | -8.7% | -4.1% |
| 3Y | +188.5% | +163.5% | +25.0% | +14.6% |
| 5Y | +101.5% | +88.2% | +13.3% | +6.0% |
| 10Y | +308.6% | +246.8% | +61.8% | +27.1% |
| All | +357.2% | +267.3% | +89.9% | +37.9% |
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