+47.5%
CCL vs NTRA
+502.5%
-455.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.6% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | -19.0% | +4.3% | -23.3% | -20.1% |
| 3M | -13.1% | +50.6% | -63.7% | -25.4% |
| 6M | -13.3% | +63.9% | -77.2% | -28.1% |
| YTD | -25.2% | +42.4% | -67.6% | -35.5% |
| 1Y | -27.2% | +92.1% | -119.3% | -43.4% |
| All | +47.5% | +502.5% | -455.0% | -23.5% |
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