+47.4%
CI vs NTRA
+172.0%
-124.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +1.8% | +4.1% | -2.3% | +1.7% |
| 3M | -4.2% | +50.0% | -54.3% | -5.1% |
| 6M | +8.8% | +67.3% | -58.5% | +7.5% |
| YTD | +3.7% | +43.6% | -39.8% | +2.8% |
| 1Y | -6.1% | +89.2% | -95.4% | -7.6% |
| 3Y | +4.5% | +502.5% | -498.1% | -1.5% |
| All | +47.4% | +172.0% | -124.7% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling