+61.7%
CNC vs NTRA
+1,711.9%
-1,650.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | +0.8% | +4.3% | -3.5% | +0.3% |
| 3M | +0.1% | +50.6% | -50.6% | -4.7% |
| 6M | +79.7% | +63.9% | +15.7% | +68.6% |
| YTD | +58.9% | +42.4% | +16.6% | +51.4% |
| 1Y | +109.1% | +92.1% | +17.1% | +92.3% |
| 3Y | 0.0% | +501.7% | -501.7% | -21.4% |
| 5Y | +9.5% | +171.4% | -162.0% | -10.0% |
| 10Y | +95.7% | +3,161.4% | -3,065.7% | +9.2% |
| All | +61.7% | +1,711.9% | -1,650.2% | -16.0% |
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