+1,056.5%
CCJ vs NTRA
+3,199.2%
-2,142.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | -4.0% | +0.2% | -4.3% | -4.1% |
| 30D | -2.4% | +4.1% | -6.5% | -3.0% |
| 3M | -2.3% | +50.0% | -52.4% | -9.5% |
| 6M | -16.2% | +67.3% | -83.5% | -24.1% |
| YTD | +5.7% | +43.6% | -37.9% | -1.9% |
| 1Y | +21.3% | +89.2% | -68.0% | +7.2% |
| 3Y | +159.4% | +502.5% | -343.2% | +86.4% |
| 5Y | +300.7% | +173.8% | +126.9% | +201.6% |
| All | +1,056.5% | +3,199.2% | -2,142.7% | +562.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling