+312.8%
CG vs NTRS
+474.3%
-161.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -3.3% |
| 7D | -9.8% | +0.3% | -10.1% | -10.0% |
| 30D | -10.3% | +0.2% | -10.5% | -10.5% |
| 3M | -1.7% | +13.2% | -14.9% | -9.7% |
| 6M | -9.8% | +36.9% | -46.7% | -27.6% |
| YTD | -25.6% | +39.1% | -64.7% | -40.7% |
| 1Y | -32.5% | +50.4% | -83.0% | -48.9% |
| 3Y | +45.6% | +166.8% | -121.1% | -24.0% |
| 5Y | +3.7% | +92.9% | -89.2% | -34.3% |
| 10Y | +321.1% | +255.7% | +65.4% | +72.8% |
| All | +312.8% | +474.3% | -161.5% | +30.0% |
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 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