+160.3%
CME vs NTR
+103.6%
+56.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -2.9% | +3.8% | -6.7% | -3.7% |
| 30D | +5.5% | +25.2% | -19.7% | +0.4% |
| 3M | +11.0% | +21.0% | -10.0% | +6.3% |
| 6M | -9.7% | +7.6% | -17.3% | -11.7% |
| YTD | +4.9% | +32.9% | -28.0% | -2.3% |
| 1Y | +10.1% | +43.1% | -33.0% | +0.6% |
| 3Y | +53.5% | +41.6% | +11.9% | +38.4% |
| 5Y | +77.2% | +54.8% | +22.4% | +42.5% |
| All | +160.3% | +103.6% | +56.7% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling