-42.6%
CCL vs NTRA
+3,199.2%
-3,241.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.0% |
| 7D | -3.2% | +0.2% | -3.5% | -3.3% |
| 30D | -17.8% | +4.1% | -21.9% | -18.6% |
| 3M | -18.7% | +50.0% | -68.7% | -27.0% |
| 6M | -11.4% | +67.3% | -78.7% | -22.8% |
| YTD | -24.3% | +43.6% | -67.9% | -31.8% |
| 1Y | -28.8% | +89.2% | -118.1% | -40.1% |
| 3Y | +49.3% | +502.5% | -453.2% | -5.8% |
| 5Y | +1.6% | +173.8% | -172.2% | -30.7% |
| All | -42.6% | +3,199.2% | -3,241.8% | -73.7% |
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