+3.5%
CI vs NTR
+40.7%
-37.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +0.5% | +21.7% | -21.3% | -2.0% |
| 3M | -5.2% | +22.8% | -27.9% | -7.7% |
| 6M | +4.3% | +8.2% | -3.9% | +2.8% |
| YTD | +2.8% | +32.9% | -30.1% | -2.3% |
| 1Y | -5.8% | +45.3% | -51.1% | -12.0% |
| All | +3.5% | +40.7% | -37.2% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling