-7.1%
CMG vs NTR
+36.8%
-43.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.1% | -1.3% | -0.8% | -2.0% |
| 30D | +10.9% | +16.8% | -5.9% | +9.7% |
| 3M | +15.8% | +20.7% | -4.9% | +14.2% |
| 6M | +6.9% | +0.5% | +6.4% | +6.6% |
| YTD | -2.2% | +29.2% | -31.3% | -5.8% |
| 1Y | -7.1% | +39.6% | -46.7% | -11.4% |
| 3Y | -7.1% | +37.9% | -45.0% | -11.4% |
| All | -7.1% | +36.8% | -43.9% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling