+4,013.6%
CMG vs NTRS
+510.3%
+3,503.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -2.1% | +1.4% | -3.4% | -2.6% |
| 30D | +10.9% | -0.7% | +11.6% | +11.1% |
| 3M | +15.8% | +11.3% | +4.5% | +11.0% |
| 6M | +6.9% | +35.5% | -28.6% | -5.1% |
| YTD | -2.2% | +40.6% | -42.8% | -14.4% |
| 1Y | -7.1% | +49.2% | -56.3% | -20.6% |
| 3Y | -7.1% | +167.2% | -174.4% | -37.9% |
| 5Y | -4.8% | +94.9% | -99.7% | -30.1% |
| 10Y | +324.3% | +259.5% | +64.9% | +123.5% |
| All | +4,013.6% | +510.3% | +3,503.4% | +1,315.7% |
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