+11.3%
CMCSA vs NTRA
+1,735.1%
-1,723.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.9% | -8.5% | -6.8% |
| 7D | -8.3% | +1.6% | -9.9% | -8.4% |
| 30D | -2.4% | +3.8% | -6.2% | -2.7% |
| 3M | +4.5% | +48.2% | -43.7% | +0.9% |
| 6M | -18.8% | +61.0% | -79.7% | -22.3% |
| YTD | -8.9% | +44.2% | -53.1% | -12.3% |
| 1Y | -18.3% | +87.3% | -105.6% | -23.2% |
| 3Y | -35.0% | +509.4% | -544.4% | -45.6% |
| 5Y | -48.2% | +175.1% | -223.3% | -55.5% |
| 10Y | +4.6% | +3,203.1% | -3,198.5% | -26.3% |
| All | +11.3% | +1,735.1% | -1,723.8% | -21.1% |
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