+27.6%
CAVA vs NTRA
+557.3%
-529.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | -8.0% | +0.2% | -8.3% | -8.1% |
| 30D | -19.6% | +4.1% | -23.7% | -20.8% |
| 3M | -36.7% | +50.0% | -86.7% | -46.2% |
| 6M | -30.6% | +67.3% | -97.9% | -44.0% |
| YTD | -4.8% | +43.6% | -48.4% | -19.3% |
| 1Y | -13.1% | +89.2% | -102.4% | -34.7% |
| 3Y | +48.8% | +502.5% | -453.8% | -26.4% |
| All | +27.6% | +557.3% | -529.7% | -31.4% |
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