+338.5%
COP vs NTRA
+3,199.2%
-2,860.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +8.6% | +4.1% | +4.5% | +8.0% |
| 3M | +19.9% | +50.0% | -30.2% | +13.4% |
| 6M | +19.0% | +67.3% | -48.3% | +10.2% |
| YTD | +50.0% | +43.6% | +6.4% | +41.1% |
| 1Y | +50.5% | +89.2% | -38.7% | +36.2% |
| 3Y | +25.2% | +502.5% | -477.3% | -5.8% |
| 5Y | +194.3% | +173.8% | +20.5% | +134.8% |
| All | +338.5% | +3,199.2% | -2,860.7% | +121.9% |
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