+291.7%
CMI vs NTR
+97.9%
+193.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.3% |
| 30D | -12.4% | +16.8% | -29.2% | -17.0% |
| 3M | -14.8% | +20.7% | -35.5% | -20.6% |
| 6M | +0.8% | +0.5% | +0.3% | -0.8% |
| YTD | +10.2% | +29.2% | -19.0% | -1.2% |
| 1Y | +37.4% | +39.6% | -2.2% | +19.0% |
| 3Y | +153.3% | +37.9% | +115.4% | +115.5% |
| 5Y | +167.6% | +47.1% | +120.5% | +99.8% |
| All | +291.7% | +97.9% | +193.7% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling