+65.1%
CSX vs NTRA
+177.1%
-112.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | -0.6% | +1.6% | -2.2% | -0.7% |
| 30D | -3.2% | +3.8% | -7.0% | -3.5% |
| 3M | +2.6% | +48.2% | -45.7% | -0.7% |
| 6M | +19.8% | +61.0% | -41.1% | +14.8% |
| YTD | +34.7% | +44.2% | -9.5% | +29.9% |
| 1Y | +52.1% | +87.3% | -35.1% | +43.4% |
| 3Y | +68.4% | +509.4% | -441.0% | +42.3% |
| 5Y | +65.1% | +175.1% | -110.0% | +33.0% |
| All | +65.1% | +177.1% | -112.0% | +33.0% |
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