+6,651.5%
CME vs NTRS
+753.1%
+5,898.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.6% | +0.9% | -1.5% | -1.1% |
| 30D | +4.7% | -1.2% | +5.9% | +5.3% |
| 3M | +7.8% | +8.8% | -0.9% | +2.8% |
| 6M | -11.0% | +34.7% | -45.7% | -24.7% |
| YTD | +4.0% | +37.2% | -33.2% | -13.5% |
| 1Y | +9.1% | +46.3% | -37.2% | -12.7% |
| 3Y | +52.3% | +163.2% | -110.9% | -16.4% |
| 5Y | +76.1% | +86.9% | -10.8% | +9.7% |
| 10Y | +280.6% | +250.9% | +29.7% | +44.5% |
| All | +6,651.5% | +753.1% | +5,898.4% | +1,453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling