-35.6%
CAG vs NTRA
+1,711.9%
-1,747.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.7% |
| 7D | -5.9% | -0.5% | -5.4% | -5.9% |
| 30D | -1.5% | +4.3% | -5.8% | -1.6% |
| 3M | +11.5% | +50.6% | -39.2% | +10.4% |
| 6M | -15.7% | +63.9% | -79.6% | -16.7% |
| YTD | -10.2% | +42.4% | -52.6% | -11.1% |
| 1Y | -18.1% | +92.1% | -110.1% | -19.4% |
| 3Y | -39.4% | +501.7% | -541.1% | -42.7% |
| 5Y | -42.6% | +171.4% | -214.0% | -44.7% |
| 10Y | -35.6% | +3,161.4% | -3,197.0% | -47.7% |
| All | -35.6% | +1,711.9% | -1,747.5% | -45.4% |
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