+148.6%
CVE vs NTRA
+2,761.8%
-2,613.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.8% |
| 7D | +5.9% | +2.7% | +3.2% | +5.5% |
| 30D | -10.9% | -19.2% | +8.3% | -8.2% |
| 3M | -4.5% | +2.7% | -7.2% | -5.4% |
| 6M | -1.0% | +63.4% | -64.3% | -9.7% |
| YTD | +74.7% | +39.3% | +35.5% | +61.7% |
| 1Y | +65.8% | +59.0% | +6.8% | +50.0% |
| 3Y | +73.2% | +557.4% | -484.2% | +19.8% |
| 5Y | +155.6% | +177.4% | -21.8% | +92.4% |
| All | +148.6% | +2,761.8% | -2,613.2% | +6.8% |
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