+29.5%
CNC vs NTR
+97.9%
-68.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -1.0% | +16.8% | -17.7% | -4.8% |
| 3M | +4.5% | +20.7% | -16.2% | -0.6% |
| 6M | +85.2% | +0.5% | +84.7% | +83.4% |
| YTD | +61.4% | +29.2% | +32.2% | +49.2% |
| 1Y | +94.9% | +39.6% | +55.3% | +75.9% |
| 3Y | 0.0% | +37.9% | -37.9% | -11.6% |
| 5Y | +11.2% | +47.1% | -35.9% | -12.8% |
| All | +29.5% | +97.9% | -68.5% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling