-5.6%
CAG vs NTRA
+99.0%
-104.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +6.0% |
| 7D | +9.7% | -7.9% | +17.6% | +9.2% |
| 30D | +15.8% | -8.1% | +23.9% | +15.3% |
| 3M | +1.8% | +42.1% | -40.3% | +2.8% |
| 6M | +11.5% | +84.8% | -73.3% | +14.7% |
| YTD | -6.7% | +70.7% | -77.4% | -6.5% |
| 1Y | -5.6% | +99.0% | -104.7% | -5.5% |
| All | -5.6% | +99.0% | -104.7% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling