+180.7%
COR vs NTRA
+171.1%
+9.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -4.8% | -0.5% | -4.4% | -4.8% |
| 30D | -3.7% | +4.3% | -8.0% | -3.8% |
| 3M | +14.3% | +50.6% | -36.3% | +13.3% |
| 6M | -8.5% | +63.9% | -72.4% | -9.7% |
| YTD | -4.4% | +42.4% | -46.8% | -5.3% |
| 1Y | +9.1% | +92.1% | -82.9% | +7.4% |
| 3Y | +85.2% | +501.7% | -416.5% | +76.5% |
| 5Y | +180.7% | +171.4% | +9.2% | +168.2% |
| All | +180.7% | +171.1% | +9.6% | +168.2% |
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 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