+341.8%
CB vs NTRA
+1,676.8%
-1,335.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.2% |
| 7D | -1.0% | -18.2% | +17.2% | -0.1% |
| 30D | +7.3% | -19.6% | +26.9% | +8.3% |
| 3M | +7.0% | +2.3% | +4.8% | +6.7% |
| 6M | +16.3% | +60.6% | -44.3% | +13.0% |
| YTD | +19.7% | +39.6% | -19.9% | +16.8% |
| 1Y | +27.8% | +54.7% | -26.9% | +23.9% |
| 3Y | +72.0% | +584.3% | -512.2% | +50.7% |
| 5Y | +104.9% | +182.5% | -77.6% | +85.4% |
| 10Y | +246.7% | +2,768.3% | -2,521.6% | +157.3% |
| All | +341.8% | +1,676.8% | -1,335.0% | +224.4% |
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