+34.9%
CMS vs NTR
+21.6%
+13.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.3% | -1.4% | +0.1% | -1.2% |
| 30D | +5.3% | +2.2% | +3.0% | +5.1% |
| 3M | -0.3% | +6.8% | -7.2% | -0.9% |
| 6M | -4.0% | +0.6% | -4.7% | -4.2% |
| YTD | +2.1% | +18.2% | -16.0% | +0.2% |
| 1Y | -4.7% | +21.3% | -26.0% | -6.8% |
| 3Y | +36.8% | +46.6% | -9.8% | +30.4% |
| 5Y | +34.9% | +21.3% | +13.6% | +26.1% |
| All | +34.9% | +21.6% | +13.2% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling