+41.8%
NTR vs CAI
-31.3%
+73.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | +8.1% | -2.2% | +10.3% | +8.0% |
| 30D | +18.8% | +52.4% | -33.6% | +22.9% |
| 3M | +16.2% | +45.1% | -28.9% | +20.0% |
| 6M | +9.8% | +26.2% | -16.5% | +13.0% |
| YTD | +30.9% | -7.1% | +37.9% | +32.0% |
| 1Y | +41.8% | -31.0% | +72.8% | +32.3% |
| All | +41.8% | -31.3% | +73.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling