-15.6%
CMCSA vs NTRA
+92.9%
-108.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.2% |
| 7D | -4.9% | +0.2% | -5.1% | -4.8% |
| 30D | -1.1% | +4.1% | -5.2% | -0.9% |
| 3M | +6.6% | +50.0% | -43.5% | +8.3% |
| 6M | -15.5% | +67.3% | -82.8% | -13.7% |
| YTD | -6.7% | +43.6% | -50.3% | -5.9% |
| 1Y | -15.6% | +89.2% | -104.8% | -15.7% |
| All | -15.6% | +92.9% | -108.5% | -15.7% |
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