+142.3%
CI vs NTRA
+3,171.2%
-3,028.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.1% |
| 7D | -1.3% | -0.5% | -0.9% | -1.3% |
| 30D | +3.1% | +4.3% | -1.2% | +2.8% |
| 3M | -4.5% | +50.6% | -55.2% | -7.9% |
| 6M | +8.3% | +63.9% | -55.7% | +3.4% |
| YTD | +3.8% | +42.4% | -38.6% | +0.1% |
| 1Y | -5.0% | +92.1% | -97.1% | -10.8% |
| 3Y | +5.8% | +501.7% | -496.0% | -12.4% |
| 5Y | +50.6% | +171.4% | -120.8% | +30.3% |
| All | +142.3% | +3,171.2% | -3,028.9% | +41.9% |
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