+92.6%
NTR vs CAPR
-40.5%
+133.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +8.1% | -2.0% | +10.1% | +8.1% |
| 30D | +18.8% | +139.2% | -120.4% | +17.0% |
| 3M | +16.2% | -66.4% | +82.6% | +16.9% |
| 6M | +9.8% | -63.1% | +72.9% | +10.1% |
| YTD | +30.9% | -67.4% | +98.3% | +31.5% |
| 1Y | +41.8% | +58.2% | -16.5% | +34.2% |
| 3Y | +35.8% | +42.2% | -6.4% | +24.4% |
| 5Y | +51.0% | +87.3% | -36.2% | +35.5% |
| All | +92.6% | -40.5% | +133.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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