+205.3%
CMS vs NTRA
+1,676.8%
-1,471.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -1.1% | -18.2% | +17.1% | -0.7% |
| 30D | +6.6% | -19.6% | +26.2% | +7.0% |
| 3M | +0.8% | +2.3% | -1.5% | +0.6% |
| 6M | -3.3% | +60.6% | -63.9% | -4.7% |
| YTD | +2.7% | +39.6% | -36.9% | +1.5% |
| 1Y | -4.0% | +54.7% | -58.7% | -5.4% |
| 3Y | +37.6% | +584.3% | -546.7% | +29.4% |
| 5Y | +35.4% | +182.5% | -147.1% | +28.8% |
| 10Y | +136.0% | +2,768.3% | -2,632.3% | +112.4% |
| All | +205.3% | +1,676.8% | -1,471.5% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling