+0.4%
CCL vs NTRA
+171.1%
-170.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.0% |
| 3M | -13.1% | +50.6% | -63.7% | -24.0% |
| 6M | -13.3% | +63.9% | -77.2% | -26.4% |
| YTD | -25.2% | +42.4% | -67.6% | -34.2% |
| 1Y | -27.2% | +92.1% | -119.3% | -41.5% |
| 3Y | +49.2% | +501.7% | -452.5% | -15.1% |
| 5Y | +0.4% | +171.4% | -171.1% | -40.9% |
| All | +0.4% | +171.1% | -170.7% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling