+285.1%
CDE vs NTRA
+1,727.4%
-1,442.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +25.5% | +50.0% | -24.6% | +14.6% |
| 6M | -7.9% | +67.3% | -75.2% | -18.0% |
| YTD | +15.6% | +43.6% | -28.0% | +6.0% |
| 1Y | +34.0% | +89.2% | -55.2% | +16.1% |
| 3Y | +791.9% | +502.5% | +289.4% | +502.9% |
| 5Y | +197.7% | +173.8% | +24.0% | +114.1% |
| 10Y | +55.0% | +3,189.3% | -3,134.3% | -22.6% |
| All | +285.1% | +1,727.4% | -1,442.3% | +118.4% |
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