+161.4%
CCJ vs NTRA
+502.5%
-341.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.6% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -1.3% | +4.3% | -5.6% | -2.3% |
| 3M | +2.5% | +50.6% | -48.1% | -8.9% |
| 6M | -18.9% | +63.9% | -82.8% | -30.1% |
| YTD | +6.5% | +42.4% | -35.9% | -5.1% |
| 1Y | +22.8% | +92.1% | -69.3% | +0.9% |
| All | +161.4% | +502.5% | -341.1% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling