+177.1%
CP vs NTR
+81.1%
+96.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.1% | -0.3% | +2.5% | +2.3% |
| 30D | +9.3% | +2.0% | +7.4% | +8.6% |
| 3M | +0.5% | +6.4% | -5.9% | -1.8% |
| 6M | +10.4% | +1.6% | +8.8% | +9.1% |
| YTD | +28.7% | +18.2% | +10.5% | +19.0% |
| 1Y | +33.2% | +23.9% | +9.2% | +20.9% |
| 3Y | +38.4% | +44.7% | -6.2% | +16.2% |
| 5Y | +26.2% | +21.3% | +4.9% | +4.7% |
| All | +177.1% | +81.1% | +96.0% | +71.4% |
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