-47.2%
CMCSA vs NTRA
+172.0%
-219.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.1% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -1.1% | +4.1% | -5.2% | -1.4% |
| 3M | +6.6% | +50.0% | -43.5% | +2.9% |
| 6M | -15.5% | +67.3% | -82.8% | -19.4% |
| YTD | -6.7% | +43.6% | -50.3% | -10.0% |
| 1Y | -15.6% | +89.2% | -104.8% | -20.8% |
| 3Y | -33.7% | +502.5% | -536.2% | -45.4% |
| All | -47.2% | +172.0% | -219.3% | -54.9% |
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