+280.8%
CAH vs NTRA
+1,735.1%
-1,454.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -2.2% | +1.6% | -3.8% | -2.3% |
| 30D | +1.2% | +3.8% | -2.6% | +0.9% |
| 3M | +13.1% | +48.2% | -35.1% | +9.5% |
| 6M | +8.5% | +61.0% | -52.5% | +4.0% |
| YTD | +17.6% | +44.2% | -26.6% | +13.6% |
| 1Y | +60.7% | +87.3% | -26.6% | +52.0% |
| 3Y | +183.2% | +509.4% | -326.3% | +141.3% |
| 5Y | +402.2% | +175.1% | +227.1% | +341.0% |
| 10Y | +302.3% | +3,203.1% | -2,900.8% | +162.4% |
| All | +280.8% | +1,735.1% | -1,454.3% | +153.0% |
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