+197.8%
CMG vs NTRA
+1,711.9%
-1,514.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.5% |
| 7D | -3.8% | -0.5% | -3.4% | -3.8% |
| 30D | +12.9% | +4.3% | +8.6% | +12.1% |
| 3M | +18.8% | +50.6% | -31.9% | +10.3% |
| 6M | +4.1% | +63.9% | -59.9% | -5.2% |
| YTD | -2.4% | +42.4% | -44.7% | -9.2% |
| 1Y | -6.7% | +92.1% | -98.7% | -17.6% |
| 3Y | -7.1% | +501.7% | -508.9% | -33.8% |
| 5Y | -5.0% | +171.4% | -176.4% | -28.0% |
| 10Y | +323.5% | +3,161.4% | -2,837.9% | +109.1% |
| All | +197.8% | +1,711.9% | -1,514.1% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling