-3.1%
CMG vs NTRA
+172.0%
-175.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +10.9% | +4.1% | +6.8% | +10.1% |
| 3M | +15.8% | +50.0% | -34.2% | +7.7% |
| 6M | +6.9% | +67.3% | -60.4% | -2.8% |
| YTD | -2.2% | +43.6% | -45.7% | -9.1% |
| 1Y | -7.1% | +89.2% | -96.3% | -17.7% |
| 3Y | -7.1% | +502.5% | -509.7% | -33.2% |
| All | -3.1% | +172.0% | -175.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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