+311.1%
COR vs NTRA
+1,700.8%
-1,389.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -1.9% | +1.1% | -3.0% | -2.0% |
| 30D | +1.5% | +0.6% | +0.9% | +1.4% |
| 3M | +18.7% | +51.8% | -33.1% | +14.7% |
| 6M | -9.0% | +63.6% | -72.6% | -12.9% |
| YTD | -3.3% | +41.5% | -44.8% | -6.4% |
| 1Y | +9.8% | +93.6% | -83.8% | +3.7% |
| 3Y | +87.4% | +498.0% | -410.7% | +58.9% |
| 5Y | +180.5% | +172.5% | +8.0% | +146.4% |
| 10Y | +398.1% | +2,960.8% | -2,562.7% | +216.7% |
| All | +311.1% | +1,700.8% | -1,389.6% | +168.3% |
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