+105.1%
CTVA vs NTRA
+172.0%
-66.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -4.5% | +0.2% | -4.7% | -4.5% |
| 30D | +11.3% | +4.1% | +7.2% | +11.1% |
| 3M | +12.3% | +50.0% | -37.7% | +9.8% |
| 6M | +7.2% | +67.3% | -60.1% | +3.9% |
| YTD | +26.0% | +43.6% | -17.6% | +23.1% |
| 1Y | +16.0% | +89.2% | -73.2% | +11.6% |
| 3Y | +73.9% | +502.5% | -428.6% | +57.6% |
| All | +105.1% | +172.0% | -66.9% | +86.0% |
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