-49.7%
COMP vs NTRS
+110.6%
-160.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.4% | -6.5% | -6.3% |
| 7D | -8.4% | +0.3% | -8.7% | -8.7% |
| 30D | -20.2% | +0.2% | -20.3% | -20.4% |
| 3M | +28.1% | +13.2% | +14.9% | +14.7% |
| 6M | +14.9% | +36.9% | -22.1% | -12.7% |
| YTD | -4.2% | +39.1% | -43.3% | -28.1% |
| 1Y | +10.2% | +50.4% | -40.2% | -23.3% |
| 3Y | +203.3% | +166.8% | +36.5% | +16.3% |
| 5Y | -29.2% | +92.9% | -122.1% | -63.6% |
| All | -49.7% | +110.6% | -160.3% | -73.3% |
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