+7,412.3%
CP vs NTRS
+7,612.4%
-200.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | -0.5% | -1.2% | +0.7% | -0.1% |
| 3M | +0.1% | +8.8% | -8.7% | -3.3% |
| 6M | +7.8% | +34.7% | -26.9% | -3.9% |
| YTD | +22.9% | +37.2% | -14.4% | +8.3% |
| 1Y | +21.3% | +46.3% | -25.0% | +4.3% |
| 3Y | +20.4% | +163.2% | -142.9% | -18.5% |
| 5Y | +34.9% | +86.9% | -52.0% | +1.3% |
| 10Y | +233.3% | +250.9% | -17.6% | +92.4% |
| All | +7,412.3% | +7,612.4% | -200.1% | +1,717.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling