+639.7%
CEG vs NTRA
+426.6%
+213.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | +6.7% | +1.1% | +5.6% | +6.5% |
| 30D | +11.0% | +0.6% | +10.3% | +10.8% |
| 3M | +19.5% | +51.8% | -32.4% | +9.1% |
| 6M | -5.9% | +63.6% | -69.5% | -15.9% |
| YTD | -15.0% | +41.5% | -56.5% | -21.8% |
| 1Y | +0.6% | +93.6% | -93.0% | -13.3% |
| 3Y | +180.6% | +498.0% | -317.4% | +105.4% |
| All | +639.7% | +426.6% | +213.0% | +435.8% |
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 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