+93.0%
CI vs NTRA
+1,723.2%
-1,630.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +4.4% | +19.5% | -15.1% | +2.9% |
| 3M | +0.7% | +47.8% | -47.1% | -2.7% |
| 6M | +0.3% | +61.6% | -61.3% | -4.0% |
| YTD | +3.8% | +43.3% | -39.4% | +0.2% |
| 1Y | -5.5% | +97.0% | -102.5% | -11.2% |
| 3Y | +8.1% | +424.9% | -416.8% | -8.6% |
| 5Y | +42.8% | +165.2% | -122.4% | +24.1% |
| 10Y | +143.9% | +3,114.3% | -2,970.4% | +51.7% |
| All | +93.0% | +1,723.2% | -1,630.2% | +20.2% |
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