+462.4%
CMS vs NTRS
+7,620.4%
-7,158.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.2% | +1.7% | -0.5% | +0.8% |
| 30D | -3.2% | +0.1% | -3.3% | -3.2% |
| 3M | -2.2% | +9.8% | -12.0% | -4.5% |
| 6M | -9.4% | +34.7% | -44.1% | -15.8% |
| YTD | +0.7% | +37.4% | -36.7% | -7.2% |
| 1Y | +0.4% | +48.2% | -47.8% | -9.3% |
| 3Y | +35.2% | +163.5% | -128.3% | +5.0% |
| 5Y | +24.1% | +88.2% | -64.1% | +2.1% |
| 10Y | +115.8% | +246.8% | -131.0% | +45.4% |
| All | +462.4% | +7,620.4% | -7,158.0% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling