+255.5%
NTRS vs CRL
+256.1%
-0.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.5% |
| 7D | +1.4% | -3.5% | +4.9% | +2.5% |
| 30D | -0.7% | -2.1% | +1.5% | -0.1% |
| 3M | +11.3% | +48.0% | -36.6% | -2.8% |
| 6M | +35.5% | +64.7% | -29.2% | +12.8% |
| YTD | +40.6% | +39.5% | +1.1% | +23.1% |
| 1Y | +49.2% | +74.2% | -25.0% | +20.0% |
| 3Y | +167.2% | +39.4% | +127.9% | +118.8% |
| 5Y | +94.9% | -36.9% | +131.8% | +107.7% |
| All | +255.5% | +256.1% | -0.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling