+56.1%
CDE vs NTRA
+3,199.2%
-3,143.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +9.5% | +4.1% | +5.4% | +8.6% |
| 3M | +25.5% | +50.0% | -24.6% | +14.1% |
| 6M | -7.9% | +67.3% | -75.2% | -18.5% |
| YTD | +15.6% | +43.6% | -28.0% | +5.6% |
| 1Y | +34.0% | +89.2% | -55.2% | +15.3% |
| 3Y | +791.9% | +502.5% | +289.4% | +492.0% |
| 5Y | +197.7% | +173.8% | +24.0% | +110.3% |
| All | +56.1% | +3,199.2% | -3,143.1% | -15.8% |
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