-44.9%
CCL vs NTRA
+1,700.8%
-1,745.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -0.1% | +1.1% | -1.2% | -0.4% |
| 30D | -20.0% | +0.6% | -20.6% | -20.1% |
| 3M | -13.7% | +51.8% | -65.5% | -22.0% |
| 6M | -9.0% | +63.6% | -72.6% | -19.3% |
| YTD | -22.8% | +41.5% | -64.3% | -29.6% |
| 1Y | -25.3% | +93.6% | -119.0% | -36.5% |
| 3Y | +54.1% | +498.0% | -444.0% | +1.7% |
| 5Y | +3.5% | +172.5% | -169.0% | -26.9% |
| 10Y | -41.0% | +2,960.8% | -3,001.9% | -71.4% |
| All | -44.9% | +1,700.8% | -1,745.7% | -73.0% |
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