+193.6%
COP vs NTRA
+171.1%
+22.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.4% |
| 7D | +1.0% | -0.5% | +1.4% | +1.0% |
| 30D | +9.6% | +4.3% | +5.3% | +9.3% |
| 3M | +15.0% | +50.6% | -35.6% | +12.5% |
| 6M | +21.8% | +63.9% | -42.2% | +18.0% |
| YTD | +49.6% | +42.4% | +7.3% | +46.2% |
| 1Y | +49.9% | +92.1% | -42.2% | +43.1% |
| 3Y | +22.6% | +501.7% | -479.1% | +7.9% |
| 5Y | +193.6% | +171.4% | +22.2% | +159.8% |
| All | +193.6% | +171.1% | +22.5% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling