-10.0%
CEG vs NTRA
+92.9%
-102.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.4% |
| 3M | +15.6% | +50.0% | -34.4% | +4.5% |
| 6M | -5.0% | +67.3% | -72.3% | -16.8% |
| YTD | -19.0% | +43.6% | -62.6% | -25.2% |
| 1Y | -10.0% | +89.2% | -99.2% | -23.8% |
| All | -10.0% | +92.9% | -102.9% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling