0.0%
CNC vs NTR
+36.8%
-36.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -1.0% | +16.8% | -17.7% | -2.2% |
| 3M | +4.5% | +20.7% | -16.2% | +2.8% |
| 6M | +85.2% | +0.5% | +84.7% | +84.4% |
| YTD | +61.4% | +29.2% | +32.2% | +57.1% |
| 1Y | +94.9% | +39.6% | +55.3% | +88.1% |
| 3Y | 0.0% | +37.9% | -37.9% | -4.6% |
| All | 0.0% | +36.8% | -36.8% | -4.6% |
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 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