+683.1%
CTAS vs NTRA
+3,199.2%
-2,516.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.4% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -0.7% | +4.1% | -4.8% | -1.3% |
| 3M | +11.1% | +50.0% | -39.0% | +5.0% |
| 6M | +2.1% | +67.3% | -65.2% | -5.2% |
| YTD | +8.0% | +43.6% | -35.6% | +1.9% |
| 1Y | -0.5% | +89.2% | -89.7% | -9.6% |
| 3Y | +66.2% | +502.5% | -436.3% | +26.7% |
| 5Y | +109.2% | +173.8% | -64.6% | +67.9% |
| All | +683.1% | +3,199.2% | -2,516.1% | +326.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling