+503.2%
CMI vs NTRA
+3,199.2%
-2,696.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -12.4% | +4.1% | -16.5% | -12.8% |
| 3M | -14.8% | +50.0% | -64.8% | -18.8% |
| 6M | +0.8% | +67.3% | -66.5% | -5.5% |
| YTD | +10.2% | +43.6% | -33.4% | +4.9% |
| 1Y | +37.4% | +89.2% | -51.8% | +26.9% |
| 3Y | +153.3% | +502.5% | -349.3% | +105.8% |
| 5Y | +167.6% | +173.8% | -6.2% | +125.3% |
| All | +503.2% | +3,199.2% | -2,696.0% | +252.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling