+10.9%
CMG vs NTR
+36.7%
-25.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.0% | +1.9% | +5.7% |
| 7D | +22.5% | +4.3% | +18.2% | +22.4% |
| 30D | +14.1% | +2.6% | +11.5% | +14.0% |
| 3M | +4.1% | +8.5% | -4.4% | +4.2% |
| 6M | +10.1% | -3.3% | +13.4% | +9.6% |
| YTD | -4.9% | +19.6% | -24.5% | -10.5% |
| 1Y | +10.9% | +37.6% | -26.7% | +0.1% |
| All | +10.9% | +36.7% | -25.8% | +0.1% |
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