+95.2%
CNC vs NTRS
+259.9%
-164.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.3% |
| 30D | -1.0% | -0.7% | -0.3% | -0.8% |
| 3M | +4.5% | +11.3% | -6.8% | +0.9% |
| 6M | +85.2% | +35.5% | +49.7% | +67.4% |
| YTD | +61.4% | +40.6% | +20.8% | +43.6% |
| 1Y | +94.9% | +49.2% | +45.7% | +69.9% |
| 3Y | 0.0% | +167.2% | -167.2% | -32.4% |
| 5Y | +11.2% | +94.9% | -83.7% | -17.3% |
| All | +95.2% | +259.9% | -164.7% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling