+361.0%
CME vs NTRA
+1,700.8%
-1,339.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -2.9% | +1.1% | -3.9% | -2.9% |
| 30D | +5.5% | +0.6% | +4.9% | +5.4% |
| 3M | +11.0% | +51.8% | -40.9% | +7.3% |
| 6M | -9.7% | +63.6% | -73.3% | -13.4% |
| YTD | +4.9% | +41.5% | -36.6% | +1.5% |
| 1Y | +10.1% | +93.6% | -83.6% | +3.8% |
| 3Y | +53.5% | +498.0% | -444.5% | +29.3% |
| 5Y | +77.2% | +172.5% | -95.3% | +54.4% |
| 10Y | +282.1% | +2,960.8% | -2,678.7% | +153.9% |
| All | +361.0% | +1,700.8% | -1,339.8% | +213.0% |
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