+7,388.5%
CI vs NTRS
+7,612.4%
-223.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +0.5% | -1.2% | +1.7% | +0.9% |
| 3M | -5.2% | +8.8% | -14.0% | -8.3% |
| 6M | +4.3% | +34.7% | -30.4% | -7.2% |
| YTD | +2.8% | +37.2% | -34.5% | -9.4% |
| 1Y | -5.8% | +46.3% | -52.1% | -19.1% |
| 3Y | +4.7% | +163.2% | -158.5% | -30.5% |
| 5Y | +42.7% | +86.9% | -44.2% | +4.3% |
| 10Y | +141.0% | +250.9% | -110.0% | +33.8% |
| All | +7,388.5% | +7,612.4% | -223.9% | +1,500.2% |
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