-5.1%
COF vs NTRA
+99.0%
-104.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.2% |
| 7D | +0.7% | -7.9% | +8.6% | +1.6% |
| 30D | +5.7% | -8.1% | +13.9% | +6.7% |
| 3M | -6.7% | +42.1% | -48.8% | -11.6% |
| 6M | +9.5% | +84.8% | -75.4% | -1.7% |
| YTD | -13.9% | +70.7% | -84.6% | -23.4% |
| 1Y | -5.1% | +99.0% | -104.1% | -18.2% |
| All | -5.1% | +99.0% | -104.1% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling