-9.8%
CG vs NTRS
+35.7%
-45.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -3.0% |
| 7D | -9.8% | +0.3% | -10.1% | -9.9% |
| 30D | -10.3% | +0.2% | -10.5% | -10.6% |
| 3M | -1.7% | +13.2% | -14.9% | -7.5% |
| 6M | -9.8% | +36.9% | -46.7% | -23.0% |
| All | -9.8% | +35.7% | -45.5% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling