+104.9%
CB vs NTRA
+195.9%
-91.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.3% |
| 7D | -1.0% | -18.2% | +17.2% | -1.0% |
| 30D | +7.3% | -19.6% | +26.9% | +7.3% |
| 3M | +7.0% | +2.3% | +4.8% | +7.0% |
| 6M | +16.3% | +60.6% | -44.3% | +16.0% |
| YTD | +19.7% | +39.6% | -19.9% | +19.4% |
| 1Y | +27.8% | +54.7% | -26.9% | +27.3% |
| 3Y | +72.0% | +584.3% | -512.2% | +66.7% |
| 5Y | +104.9% | +182.5% | -77.6% | +99.1% |
| All | +104.9% | +195.9% | -91.1% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling