+19,339.2%
CMI vs NTRS
+7,800.3%
+11,538.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.7% |
| 7D | -0.7% | +1.4% | -2.1% | -1.4% |
| 30D | -12.4% | -0.7% | -11.7% | -12.1% |
| 3M | -14.8% | +11.3% | -26.1% | -19.2% |
| 6M | +0.8% | +35.5% | -34.7% | -13.2% |
| YTD | +10.2% | +40.6% | -30.4% | -6.8% |
| 1Y | +37.4% | +49.2% | -11.8% | +12.8% |
| 3Y | +153.3% | +167.2% | -13.9% | +54.0% |
| 5Y | +167.6% | +94.9% | +72.7% | +84.1% |
| 10Y | +514.4% | +259.5% | +254.9% | +199.9% |
| All | +19,339.2% | +7,800.3% | +11,538.9% | +4,616.8% |
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