+681.0%
CCJ vs NTRA
+1,735.1%
-1,054.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.8% |
| 7D | +4.2% | +1.6% | +2.6% | +3.9% |
| 30D | +3.2% | +3.8% | -0.6% | +2.6% |
| 3M | -1.8% | +48.2% | -50.1% | -8.4% |
| 6M | -13.5% | +61.0% | -74.5% | -20.7% |
| YTD | +9.7% | +44.2% | -34.4% | +2.3% |
| 1Y | +30.0% | +87.3% | -57.3% | +16.0% |
| 3Y | +172.6% | +509.4% | -336.8% | +99.8% |
| 5Y | +342.9% | +175.1% | +167.8% | +239.4% |
| 10Y | +1,099.7% | +3,203.1% | -2,103.4% | +578.9% |
| All | +681.0% | +1,735.1% | -1,054.0% | +340.0% |
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