+216.7%
CTVA vs NTRA
+1,340.1%
-1,123.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -4.5% | +0.2% | -4.7% | -4.5% |
| 30D | +11.3% | +4.1% | +7.2% | +10.8% |
| 3M | +12.3% | +50.0% | -37.7% | +7.2% |
| 6M | +7.2% | +67.3% | -60.1% | +0.5% |
| YTD | +26.0% | +43.6% | -17.6% | +20.0% |
| 1Y | +16.0% | +89.2% | -73.2% | +6.9% |
| 3Y | +73.9% | +502.5% | -428.6% | +37.6% |
| 5Y | +103.8% | +173.8% | -70.0% | +73.5% |
| All | +216.7% | +1,340.1% | -1,123.4% | +62.7% |
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