+165.1%
CEG vs NTRA
+502.5%
-337.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +2.9% | +4.3% | -1.4% | +1.6% |
| 3M | +18.2% | +50.6% | -32.4% | +2.7% |
| 6M | -9.5% | +63.9% | -73.5% | -24.4% |
| YTD | -18.7% | +42.4% | -61.1% | -28.9% |
| 1Y | -10.1% | +92.1% | -102.2% | -29.5% |
| All | +165.1% | +502.5% | -337.4% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling