+32.6%
CMS vs NTRS
+165.3%
-132.7%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -1.3% | +0.3% | -1.7% | -1.4% |
| 30D | -2.8% | +0.2% | -2.9% | -2.8% |
| 3M | -7.1% | +13.2% | -20.3% | -8.4% |
| 6M | -10.0% | +36.9% | -47.0% | -13.5% |
| YTD | -0.9% | +39.1% | -40.0% | -5.3% |
| 1Y | -2.0% | +50.4% | -52.4% | -7.6% |
| All | +32.6% | +165.3% | -132.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling