+174.5%
CIEN vs NTRA
+96.0%
+78.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -15.2% | +0.6% | -15.8% | -15.4% |
| 30D | -21.5% | +19.5% | -41.0% | -25.4% |
| 3M | -40.1% | +47.8% | -87.8% | -46.5% |
| 6M | -6.6% | +61.6% | -68.2% | -20.8% |
| YTD | +37.3% | +43.3% | -6.0% | +25.6% |
| 1Y | +174.5% | +97.0% | +77.5% | +127.4% |
| All | +174.5% | +96.0% | +78.5% | +127.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling