+178.4%
CP vs NTR
+81.1%
+97.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | +10.3% | +2.2% | +8.1% | +9.6% |
| 3M | +2.3% | +6.8% | -4.5% | -0.1% |
| 6M | +10.7% | +0.6% | +10.1% | +9.8% |
| YTD | +29.3% | +18.2% | +11.1% | +19.6% |
| 1Y | +31.5% | +21.3% | +10.1% | +20.2% |
| 3Y | +36.7% | +46.6% | -9.9% | +14.1% |
| 5Y | +26.8% | +21.3% | +5.5% | +5.2% |
| All | +178.4% | +81.1% | +97.3% | +72.3% |
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