+348.2%
CB vs NTRA
+1,672.7%
-1,324.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | +2.9% | +2.7% | +0.2% | +2.8% |
| 30D | +7.3% | -19.2% | +26.5% | +8.3% |
| 3M | +9.4% | +2.7% | +6.7% | +9.0% |
| 6M | +19.6% | +63.4% | -43.7% | +16.1% |
| YTD | +21.5% | +39.3% | -17.8% | +18.5% |
| 1Y | +28.0% | +59.0% | -31.0% | +23.9% |
| 3Y | +74.9% | +557.4% | -482.5% | +53.6% |
| 5Y | +108.1% | +177.4% | -69.2% | +88.6% |
| 10Y | +251.8% | +2,761.8% | -2,510.0% | +161.1% |
| All | +348.2% | +1,672.7% | -1,324.5% | +229.2% |
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 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