-2.0%
CMS vs NTRA
+84.8%
-86.8%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -1.3% | -0.5% | -0.9% | -1.3% |
| 30D | -2.8% | +4.3% | -7.1% | -2.9% |
| 3M | -7.1% | +50.6% | -57.8% | -8.0% |
| 6M | -10.0% | +63.9% | -74.0% | -11.2% |
| YTD | -0.9% | +42.4% | -43.3% | -2.4% |
| 1Y | -2.0% | +92.1% | -94.1% | -1.7% |
| All | -2.0% | +84.8% | -86.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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