+205.9%
CNP vs NTRA
+1,700.8%
-1,494.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.2% |
| 7D | +1.6% | +1.1% | +0.6% | +1.6% |
| 30D | -0.8% | +0.6% | -1.4% | -0.9% |
| 3M | -3.6% | +51.8% | -55.4% | -6.8% |
| 6M | -6.9% | +63.6% | -70.5% | -10.9% |
| YTD | +6.4% | +41.5% | -35.1% | +2.9% |
| 1Y | +9.9% | +93.6% | -83.7% | +3.5% |
| 3Y | +53.1% | +498.0% | -444.9% | +29.3% |
| 5Y | +72.0% | +172.5% | -100.5% | +49.8% |
| 10Y | +131.5% | +2,960.8% | -2,829.3% | +66.6% |
| All | +205.9% | +1,700.8% | -1,494.9% | +123.1% |
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