+95.2%
CNC vs NTRA
+3,199.2%
-3,104.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | -1.0% | +4.1% | -5.1% | -1.5% |
| 3M | +4.5% | +50.0% | -45.5% | -0.6% |
| 6M | +85.2% | +67.3% | +17.9% | +73.0% |
| YTD | +61.4% | +43.6% | +17.8% | +53.3% |
| 1Y | +94.9% | +89.2% | +5.6% | +79.0% |
| 3Y | 0.0% | +502.5% | -502.5% | -22.2% |
| 5Y | +11.2% | +173.8% | -162.6% | -9.0% |
| All | +95.2% | +3,199.2% | -3,104.0% | +4.5% |
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