+46.9%
CCI vs NTRA
+1,735.1%
-1,688.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -0.3% | +1.6% | -1.8% | -0.4% |
| 30D | +2.1% | +3.8% | -1.6% | +1.8% |
| 3M | -17.8% | +48.2% | -66.1% | -20.5% |
| 6M | -14.2% | +61.0% | -75.1% | -17.6% |
| YTD | -13.3% | +44.2% | -57.5% | -16.3% |
| 1Y | -16.6% | +87.3% | -103.9% | -21.1% |
| 3Y | -10.8% | +509.4% | -520.2% | -24.5% |
| 5Y | -50.3% | +175.1% | -225.4% | -57.0% |
| 10Y | +22.5% | +3,203.1% | -3,180.6% | -8.1% |
| All | +46.9% | +1,735.1% | -1,688.2% | +10.4% |
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