+132.5%
CNP vs NTRA
+3,199.2%
-3,066.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -2.9% | +4.1% | -7.0% | -3.3% |
| 3M | -7.5% | +50.0% | -57.6% | -11.0% |
| 6M | -7.9% | +67.3% | -75.2% | -12.5% |
| YTD | +3.7% | +43.6% | -39.8% | -0.3% |
| 1Y | +4.6% | +89.2% | -84.6% | -2.1% |
| 3Y | +49.1% | +502.5% | -453.4% | +22.7% |
| 5Y | +69.2% | +173.8% | -104.5% | +44.9% |
| All | +132.5% | +3,199.2% | -3,066.7% | +48.4% |
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