+1,271.7%
CIEN vs NTRA
+1,711.9%
-440.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | +5.4% | -0.5% | +5.9% | +5.4% |
| 30D | -13.7% | +4.3% | -18.0% | -14.2% |
| 3M | -23.0% | +50.6% | -73.7% | -28.2% |
| 6M | -0.8% | +63.9% | -64.8% | -9.4% |
| YTD | +43.1% | +42.4% | +0.7% | +33.8% |
| 1Y | +157.6% | +92.1% | +65.5% | +129.9% |
| 3Y | +593.8% | +501.7% | +92.1% | +421.7% |
| 5Y | +520.6% | +171.4% | +349.1% | +387.1% |
| 10Y | +1,444.6% | +3,161.4% | -1,716.8% | +744.0% |
| All | +1,271.7% | +1,711.9% | -440.2% | +678.4% |
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 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