+17.5%
CP vs NTRS
+168.2%
-150.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.1% |
| 7D | -2.6% | +1.4% | -4.0% | -3.0% |
| 30D | -3.7% | -0.7% | -3.1% | -3.6% |
| 3M | +0.1% | +11.3% | -11.2% | -3.4% |
| 6M | +7.8% | +35.5% | -27.7% | -2.4% |
| YTD | +21.7% | +40.6% | -18.9% | +8.4% |
| 1Y | +18.6% | +49.2% | -30.6% | +3.4% |
| 3Y | +17.5% | +167.2% | -149.7% | -18.4% |
| All | +17.5% | +168.2% | -150.6% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling