+107.7%
CTAS vs NTRA
+172.0%
-64.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.5% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -0.7% | +4.1% | -4.8% | -1.1% |
| 3M | +11.1% | +50.0% | -39.0% | +6.4% |
| 6M | +2.1% | +67.3% | -65.2% | -3.5% |
| YTD | +8.0% | +43.6% | -35.6% | +3.3% |
| 1Y | -0.5% | +89.2% | -89.7% | -7.6% |
| 3Y | +66.2% | +502.5% | -436.3% | +34.4% |
| All | +107.7% | +172.0% | -64.3% | +73.4% |
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