+18.7%
CP vs NTR
+40.7%
-22.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -0.5% | +21.7% | -22.2% | -4.3% |
| 3M | +0.1% | +22.8% | -22.7% | -4.1% |
| 6M | +7.8% | +8.2% | -0.4% | +5.3% |
| YTD | +22.9% | +32.9% | -10.1% | +13.3% |
| 1Y | +21.3% | +45.3% | -24.0% | +8.7% |
| All | +18.7% | +40.7% | -22.1% | +3.0% |
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