+27.5%
CNC vs NTR
+98.7%
-71.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.5% | +2.7% |
| 7D | -3.9% | -2.5% | -1.4% | -3.3% |
| 30D | +0.8% | +17.0% | -16.2% | -3.2% |
| 3M | +0.1% | +22.2% | -22.1% | -5.1% |
| 6M | +79.7% | +5.2% | +74.5% | +75.8% |
| YTD | +58.9% | +29.7% | +29.3% | +46.8% |
| 1Y | +109.1% | +39.4% | +69.7% | +88.8% |
| 3Y | 0.0% | +38.2% | -38.2% | -11.7% |
| 5Y | +9.5% | +47.6% | -38.1% | -14.2% |
| All | +27.5% | +98.7% | -71.2% | -20.9% |
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 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