+69.3%
CNP vs NTRA
+171.1%
-101.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.6% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -2.1% | +4.3% | -6.3% | -2.2% |
| 3M | -7.9% | +50.6% | -58.6% | -9.5% |
| 6M | -8.3% | +63.9% | -72.3% | -10.4% |
| YTD | +3.8% | +42.4% | -38.6% | +1.9% |
| 1Y | +5.9% | +92.1% | -86.2% | +2.6% |
| 3Y | +49.3% | +501.7% | -452.5% | +35.5% |
| 5Y | +69.3% | +171.4% | -102.2% | +47.0% |
| All | +69.3% | +171.1% | -101.8% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling