+604.3%
CEG vs NTRA
+434.4%
+169.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | +2.3% | +4.1% | -1.8% | +1.5% |
| 3M | +15.6% | +50.0% | -34.4% | +5.8% |
| 6M | -5.0% | +67.3% | -72.3% | -15.5% |
| YTD | -19.0% | +43.6% | -62.6% | -25.8% |
| 1Y | -10.0% | +89.2% | -99.2% | -22.0% |
| 3Y | +163.9% | +502.5% | -338.6% | +92.8% |
| All | +604.3% | +434.4% | +169.9% | +408.7% |
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