+135.5%
CVE vs NTRA
+3,019.8%
-2,884.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.7% |
| 7D | -10.0% | -19.7% | +9.7% | -7.1% |
| 30D | -11.9% | -22.1% | +10.3% | -8.7% |
| 3M | -5.9% | -2.0% | -3.9% | -6.2% |
| 6M | -1.6% | +60.6% | -62.2% | -10.0% |
| YTD | +66.3% | +36.2% | +30.1% | +54.4% |
| 1Y | +57.5% | +51.0% | +6.5% | +43.7% |
| 3Y | +65.4% | +567.5% | -502.1% | +14.2% |
| 5Y | +144.2% | +191.6% | -47.4% | +81.5% |
| 10Y | +135.5% | +2,914.3% | -2,778.8% | +2.1% |
| All | +135.5% | +3,019.8% | -2,884.3% | +2.1% |
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