-14.1%
CG vs NTRS
+43.5%
-57.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +2.2% |
| 7D | +9.4% | +3.6% | +5.9% | +6.7% |
| 30D | +8.7% | +4.3% | +4.4% | +5.5% |
| 3M | -15.0% | -1.9% | -13.0% | -14.2% |
| 6M | -13.2% | +11.4% | -24.6% | -21.1% |
| YTD | -26.2% | +32.3% | -58.4% | -43.4% |
| 1Y | -14.1% | +42.5% | -56.6% | -38.8% |
| All | -14.1% | +43.5% | -57.6% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling