+25.2%
COP vs NTRA
+507.7%
-482.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.2% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +8.6% | +4.1% | +4.5% | +8.5% |
| 3M | +19.9% | +50.0% | -30.2% | +18.6% |
| 6M | +19.0% | +67.3% | -48.3% | +16.9% |
| YTD | +50.0% | +43.6% | +6.4% | +48.5% |
| 1Y | +50.5% | +89.2% | -38.7% | +45.1% |
| 3Y | +25.2% | +502.5% | -477.3% | +23.2% |
| All | +25.2% | +507.7% | -482.5% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling