+225.0%
CP vs NTRS
+259.9%
-34.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | 0.0% |
| 7D | -2.6% | +1.4% | -4.0% | -3.2% |
| 30D | -3.7% | -0.7% | -3.1% | -3.5% |
| 3M | +0.1% | +11.3% | -11.2% | -4.7% |
| 6M | +7.8% | +35.5% | -27.7% | -6.0% |
| YTD | +21.7% | +40.6% | -18.9% | +4.0% |
| 1Y | +18.6% | +49.2% | -30.6% | -1.5% |
| 3Y | +17.5% | +167.2% | -149.7% | -26.8% |
| 5Y | +35.4% | +94.9% | -59.6% | -5.4% |
| All | +225.0% | +259.9% | -34.9% | +67.2% |
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