+415.5%
CNQ vs NTRA
+3,199.2%
-2,783.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.7% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +6.2% | +4.1% | +2.1% | +5.5% |
| 3M | +12.4% | +50.0% | -37.7% | +5.2% |
| 6M | +9.0% | +67.3% | -58.3% | -0.5% |
| YTD | +52.2% | +43.6% | +8.6% | +41.6% |
| 1Y | +65.0% | +89.2% | -24.2% | +46.7% |
| 3Y | +78.8% | +502.5% | -423.7% | +28.6% |
| 5Y | +286.0% | +173.8% | +112.2% | +196.0% |
| All | +415.5% | +3,199.2% | -2,783.7% | +146.0% |
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 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