+421.5%
CARR vs NTRA
+1,725.4%
-1,303.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -8.9% | +4.1% | -13.0% | -9.5% |
| 3M | -17.3% | +50.0% | -67.4% | -22.2% |
| 6M | -1.4% | +67.3% | -68.7% | -8.9% |
| YTD | +10.0% | +43.6% | -33.6% | +3.3% |
| 1Y | -6.4% | +89.2% | -95.6% | -15.5% |
| 3Y | +1.5% | +502.5% | -501.0% | -22.9% |
| 5Y | +9.3% | +173.8% | -164.5% | -13.3% |
| All | +421.5% | +1,725.4% | -1,303.9% | +230.3% |
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