+305.2%
CG vs NTRS
+259.9%
+45.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.4% |
| 7D | -9.9% | +1.4% | -11.2% | -10.7% |
| 30D | -11.7% | -0.7% | -11.0% | -11.4% |
| 3M | -4.3% | +11.3% | -15.6% | -11.3% |
| 6M | -8.8% | +35.5% | -44.3% | -26.6% |
| YTD | -26.9% | +40.6% | -67.5% | -42.5% |
| 1Y | -35.4% | +49.2% | -84.6% | -51.2% |
| 3Y | +43.0% | +167.2% | -124.2% | -26.7% |
| 5Y | +1.9% | +94.9% | -93.0% | -36.8% |
| All | +305.2% | +259.9% | +45.2% | +70.7% |
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