+957.3%
CTAS vs NTRA
+1,735.1%
-777.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | -1.1% | +3.8% | -4.8% | -1.5% |
| 3M | +11.5% | +48.2% | -36.7% | +6.0% |
| 6M | +0.2% | +61.0% | -60.8% | -6.1% |
| YTD | +7.2% | +44.2% | -37.0% | +1.5% |
| 1Y | 0.0% | +87.3% | -87.3% | -8.4% |
| 3Y | +65.9% | +509.4% | -443.5% | +29.0% |
| 5Y | +109.6% | +175.1% | -65.6% | +70.3% |
| 10Y | +683.8% | +3,203.1% | -2,519.3% | +358.2% |
| All | +957.3% | +1,735.1% | -777.7% | +528.4% |
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 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