+221.0%
COP vs NTRA
+1,700.8%
-1,479.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +15.6% | +0.6% | +15.0% | +15.4% |
| 3M | +14.3% | +51.8% | -37.5% | +8.2% |
| 6M | +17.0% | +63.6% | -46.6% | +8.9% |
| YTD | +47.4% | +41.5% | +5.9% | +39.3% |
| 1Y | +52.4% | +93.6% | -41.2% | +38.0% |
| 3Y | +20.8% | +498.0% | -477.2% | -7.7% |
| 5Y | +191.7% | +172.5% | +19.2% | +134.4% |
| 10Y | +325.1% | +2,960.8% | -2,635.7% | +124.0% |
| All | +221.0% | +1,700.8% | -1,479.8% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling