+3.5%
CI vs NTRA
+510.2%
-506.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.9% |
| 7D | -1.1% | +1.6% | -2.7% | -1.1% |
| 30D | +0.5% | +3.8% | -3.3% | +0.5% |
| 3M | -5.2% | +48.2% | -53.4% | -4.5% |
| 6M | +4.3% | +61.0% | -56.6% | +5.2% |
| YTD | +2.8% | +44.2% | -41.4% | +3.4% |
| 1Y | -5.8% | +87.3% | -93.1% | -4.5% |
| All | +3.5% | +510.2% | -506.7% | +8.8% |
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 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