-49.3%
CCI vs NTRA
+172.0%
-221.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +2.2% | +4.1% | -1.9% | +1.9% |
| 3M | -16.9% | +50.0% | -66.9% | -19.7% |
| 6M | -11.5% | +67.3% | -78.8% | -15.5% |
| YTD | -12.8% | +43.6% | -56.4% | -15.9% |
| 1Y | -17.1% | +89.2% | -106.3% | -21.8% |
| 3Y | -9.6% | +502.5% | -512.2% | -25.6% |
| All | -49.3% | +172.0% | -221.4% | -57.3% |
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