+99.4%
CB vs NTRA
+177.1%
-77.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -0.5% | +1.6% | -2.1% | -0.5% |
| 30D | -3.1% | +3.8% | -6.8% | -3.1% |
| 3M | +4.2% | +48.2% | -44.1% | +3.9% |
| 6M | +4.7% | +61.0% | -56.2% | +4.3% |
| YTD | +8.8% | +44.2% | -35.4% | +8.5% |
| 1Y | +22.6% | +87.3% | -64.7% | +21.8% |
| 3Y | +70.6% | +509.4% | -438.8% | +65.0% |
| 5Y | +99.4% | +175.1% | -75.7% | +97.2% |
| All | +99.4% | +177.1% | -77.7% | +97.2% |
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