+79.6%
CME vs NTRS
+93.2%
-13.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +5.6% | -0.7% | +6.2% | +5.7% |
| 3M | +5.6% | +11.3% | -5.7% | +4.3% |
| 6M | -8.3% | +35.5% | -43.8% | -11.7% |
| YTD | +4.3% | +40.6% | -36.3% | -0.2% |
| 1Y | +9.1% | +49.2% | -40.1% | +3.4% |
| 3Y | +52.1% | +167.2% | -115.2% | +28.9% |
| All | +79.6% | +93.2% | -13.6% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling