+9.1%
CME vs NTR
+39.1%
-30.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | +5.6% | +16.8% | -11.2% | +2.6% |
| 3M | +5.6% | +20.7% | -15.2% | +1.8% |
| 6M | -8.3% | +0.5% | -8.8% | -9.5% |
| YTD | +4.3% | +29.2% | -24.9% | -1.9% |
| 1Y | +9.1% | +39.6% | -30.5% | +1.6% |
| All | +9.1% | +39.1% | -30.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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