+153.4%
CG vs NTR
+97.9%
+55.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -9.9% | -1.3% | -8.6% | -9.4% |
| 30D | -11.7% | +16.8% | -28.4% | -17.2% |
| 3M | -4.3% | +20.7% | -25.0% | -11.9% |
| 6M | -8.8% | +0.5% | -9.3% | -10.5% |
| YTD | -26.9% | +29.2% | -56.0% | -36.4% |
| 1Y | -35.4% | +39.6% | -75.0% | -46.1% |
| 3Y | +43.0% | +37.9% | +5.2% | +16.8% |
| 5Y | +1.9% | +47.1% | -45.2% | -27.8% |
| All | +153.4% | +97.9% | +55.5% | +28.3% |
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