+197.8%
CMS vs NTRA
+1,723.2%
-1,525.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.4% | +0.6% | -0.2% | +0.4% |
| 30D | -3.6% | +19.5% | -23.1% | -4.1% |
| 3M | -1.9% | +47.8% | -49.7% | -2.9% |
| 6M | -11.0% | +61.6% | -72.6% | -12.2% |
| YTD | +0.2% | +43.3% | -43.1% | -0.9% |
| 1Y | -1.3% | +97.0% | -98.3% | -3.2% |
| 3Y | +35.9% | +424.9% | -389.0% | +28.8% |
| 5Y | +23.1% | +165.2% | -142.1% | +17.4% |
| 10Y | +117.9% | +3,114.3% | -2,996.4% | +96.5% |
| All | +197.8% | +1,723.2% | -1,525.4% | +174.2% |
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