+41.9%
CMI vs NTRS
+47.2%
-5.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.7% | +0.4% | -1.1% | -1.0% |
| 30D | -13.4% | +1.7% | -15.1% | -14.4% |
| 3M | -17.0% | +8.9% | -25.9% | -21.6% |
| 6M | -1.6% | +30.6% | -32.2% | -18.1% |
| YTD | +11.0% | +38.7% | -27.7% | -10.3% |
| 1Y | +41.9% | +48.1% | -6.2% | +11.5% |
| All | +41.9% | +47.2% | -5.3% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling