+90.9%
NTR vs CHD
+109.4%
-18.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.3% |
| 7D | -2.5% | -4.7% | +2.3% | -1.9% |
| 30D | +17.0% | -8.3% | +25.4% | +18.2% |
| 3M | +22.2% | -4.0% | +26.2% | +22.6% |
| 6M | +5.2% | -6.5% | +11.7% | +5.9% |
| YTD | +29.7% | +13.1% | +16.6% | +26.8% |
| 1Y | +39.4% | +2.3% | +37.1% | +38.2% |
| 3Y | +38.2% | +1.8% | +36.4% | +36.0% |
| 5Y | +47.6% | +20.6% | +27.0% | +38.6% |
| All | +90.9% | +109.4% | -18.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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