+274.2%
CME vs NTRA
+3,199.2%
-2,925.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +5.6% | +4.1% | +1.5% | +5.2% |
| 3M | +5.6% | +50.0% | -44.4% | +2.0% |
| 6M | -8.3% | +67.3% | -75.6% | -12.5% |
| YTD | +4.3% | +43.6% | -39.2% | +0.6% |
| 1Y | +9.1% | +89.2% | -80.2% | +2.7% |
| 3Y | +52.1% | +502.5% | -450.5% | +26.2% |
| 5Y | +79.7% | +173.8% | -94.1% | +55.5% |
| All | +274.2% | +3,199.2% | -2,925.0% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling