+19.6%
CME vs NTRS
+43.5%
-23.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.8% | +1.6% |
| 7D | +4.8% | +3.6% | +1.3% | +5.2% |
| 30D | +14.2% | +4.3% | +9.9% | +14.6% |
| 3M | +17.9% | -1.9% | +19.9% | +17.9% |
| 6M | +7.2% | +11.4% | -4.2% | +8.4% |
| YTD | +16.7% | +32.3% | -15.6% | +18.0% |
| 1Y | +19.6% | +42.5% | -23.0% | +20.2% |
| All | +19.6% | +43.5% | -23.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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