+472.2%
CMI vs NTRA
+1,727.4%
-1,255.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.6% |
| 6M | +0.8% | +67.3% | -66.5% | -5.2% |
| YTD | +10.2% | +43.6% | -33.4% | +5.2% |
| 1Y | +37.4% | +89.2% | -51.8% | +27.4% |
| 3Y | +153.3% | +502.5% | -349.3% | +107.8% |
| 5Y | +167.6% | +173.8% | -6.2% | +126.7% |
| 10Y | +514.4% | +3,189.3% | -2,674.9% | +281.7% |
| All | +472.2% | +1,727.4% | -1,255.2% | +266.2% |
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 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