+54.3%
CI vs NTR
+100.5%
-46.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | +1.3% | +8.1% | -6.8% | -1.0% |
| 30D | +4.4% | +18.8% | -14.3% | -0.9% |
| 3M | +0.7% | +16.2% | -15.6% | -4.1% |
| 6M | +0.3% | +9.8% | -9.4% | -3.6% |
| YTD | +3.8% | +30.9% | -27.1% | -6.1% |
| 1Y | -5.5% | +41.8% | -47.2% | -17.0% |
| 3Y | +8.1% | +35.8% | -27.7% | -5.7% |
| 5Y | +42.8% | +51.0% | -8.2% | +6.1% |
| All | +54.3% | +100.5% | -46.2% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling