+455.9%
CSCO vs NTRA
+1,723.2%
-1,267.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +0.6% | -1.3% | -0.7% |
| 30D | -10.1% | +19.5% | -29.6% | -11.7% |
| 3M | -15.7% | +47.8% | -63.4% | -18.7% |
| 6M | +36.3% | +61.6% | -25.4% | +29.7% |
| YTD | +43.8% | +43.3% | +0.6% | +38.2% |
| 1Y | +63.9% | +97.0% | -33.1% | +52.9% |
| 3Y | +104.4% | +424.9% | -320.6% | +72.5% |
| 5Y | +111.4% | +165.2% | -53.8% | +82.7% |
| 10Y | +361.7% | +3,114.3% | -2,752.6% | +205.0% |
| All | +455.9% | +1,723.2% | -1,267.4% | +269.5% |
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