-4.6%
CARR vs NTRA
+96.0%
-100.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | -8.7% | +19.5% | -28.2% | -10.7% |
| 3M | -12.6% | +47.8% | -60.3% | -16.7% |
| 6M | -1.5% | +61.6% | -63.2% | -7.5% |
| YTD | +14.3% | +43.3% | -29.0% | +5.4% |
| 1Y | -4.6% | +97.0% | -101.6% | -15.1% |
| All | -4.6% | +96.0% | -100.6% | -15.1% |
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