+306.3%
CB vs NTRA
+1,723.2%
-1,417.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +0.5% | +0.6% | -0.1% | +0.5% |
| 30D | -3.1% | +19.5% | -22.6% | -4.1% |
| 3M | +9.0% | +47.8% | -38.8% | +6.6% |
| 6M | +2.9% | +61.6% | -58.8% | -0.1% |
| YTD | +10.1% | +43.3% | -33.1% | +7.5% |
| 1Y | +22.8% | +97.0% | -74.2% | +17.6% |
| 3Y | +73.8% | +424.9% | -351.1% | +54.9% |
| 5Y | +99.2% | +165.2% | -66.0% | +81.4% |
| 10Y | +218.2% | +3,114.3% | -2,896.1% | +135.8% |
| All | +306.3% | +1,723.2% | -1,417.0% | +198.5% |
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