+23.6%
CMS vs NTR
+55.5%
-32.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.2% | +0.5% | -0.4% | +0.1% |
| 30D | -1.3% | +21.7% | -23.0% | -2.7% |
| 3M | -5.4% | +22.8% | -28.1% | -6.9% |
| 6M | -10.3% | +8.2% | -18.6% | -11.0% |
| YTD | -0.2% | +32.9% | -33.2% | -2.7% |
| 1Y | -0.9% | +45.3% | -46.2% | -4.2% |
| 3Y | +34.0% | +41.7% | -7.7% | +28.7% |
| 5Y | +23.6% | +49.8% | -26.3% | +23.8% |
| All | +23.6% | +55.5% | -32.0% | +23.8% |
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