+23.6%
CMS vs NTRA
+177.1%
-153.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | +0.2% | +1.6% | -1.4% | +0.1% |
| 30D | -1.3% | +3.8% | -5.0% | -1.3% |
| 3M | -5.4% | +48.2% | -53.6% | -6.0% |
| 6M | -10.3% | +61.0% | -71.3% | -11.1% |
| YTD | -0.2% | +44.2% | -44.4% | -1.0% |
| 1Y | -0.9% | +87.3% | -88.1% | -2.0% |
| 3Y | +34.0% | +509.4% | -475.5% | +27.9% |
| 5Y | +23.6% | +175.1% | -151.6% | +13.5% |
| All | +23.6% | +177.1% | -153.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling