+403.7%
NTRS vs CRL
+1,300.0%
-896.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.9% |
| 7D | +0.3% | -6.9% | +7.3% | +2.6% |
| 30D | +0.2% | -3.2% | +3.3% | +1.0% |
| 3M | +13.2% | +46.5% | -33.3% | -0.4% |
| 6M | +36.9% | +63.1% | -26.2% | +15.0% |
| YTD | +39.1% | +36.9% | +2.3% | +22.9% |
| 1Y | +50.4% | +78.1% | -27.7% | +21.2% |
| 3Y | +166.8% | +36.7% | +130.1% | +121.8% |
| 5Y | +92.9% | -38.1% | +131.0% | +100.2% |
| 10Y | +255.7% | +246.6% | +9.0% | +102.9% |
| All | +403.7% | +1,300.0% | -896.3% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling