-4.7%
CMS vs NTR
+23.4%
-28.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.3% | -1.4% | +0.1% | -1.2% |
| 30D | +5.3% | +2.2% | +3.0% | +5.2% |
| 3M | -0.3% | +6.8% | -7.2% | -0.3% |
| 6M | -4.0% | +0.6% | -4.7% | -3.7% |
| YTD | +2.1% | +18.2% | -16.0% | +1.6% |
| 1Y | -4.7% | +21.3% | -26.0% | -5.2% |
| All | -4.7% | +23.4% | -28.1% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling