+208.7%
CMS vs NTRA
+1,672.7%
-1,464.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.7% |
| 7D | +1.7% | +2.7% | -1.0% | +1.7% |
| 30D | +6.2% | -19.2% | +25.4% | +6.6% |
| 3M | +0.6% | +2.7% | -2.0% | +0.4% |
| 6M | -1.8% | +63.4% | -65.1% | -3.2% |
| YTD | +3.8% | +39.3% | -35.4% | +2.6% |
| 1Y | -1.8% | +59.0% | -60.8% | -3.2% |
| 3Y | +39.8% | +557.4% | -517.5% | +31.6% |
| 5Y | +37.1% | +177.4% | -140.3% | +30.5% |
| 10Y | +138.6% | +2,761.8% | -2,623.2% | +114.7% |
| All | +208.7% | +1,672.7% | -1,464.1% | +184.1% |
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