-16.7%
CCI vs NTRA
+96.0%
-112.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | +2.7% | +19.5% | -16.8% | +1.9% |
| 3M | -18.2% | +47.8% | -66.0% | -20.2% |
| 6M | -14.8% | +61.6% | -76.4% | -18.0% |
| YTD | -12.6% | +43.3% | -55.9% | -16.3% |
| 1Y | -16.7% | +97.0% | -113.8% | -21.7% |
| All | -16.7% | +96.0% | -112.7% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling