+159.8%
CVE vs NTRA
+2,932.2%
-2,772.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.7% |
| 7D | +0.2% | +1.1% | -0.9% | 0.0% |
| 30D | +17.5% | +0.6% | +16.9% | +17.3% |
| 3M | +16.2% | +51.8% | -35.6% | +7.9% |
| 6M | +47.8% | +63.6% | -15.8% | +34.3% |
| YTD | +98.5% | +41.5% | +57.0% | +84.1% |
| 1Y | +109.8% | +93.6% | +16.1% | +84.1% |
| 3Y | +75.5% | +498.0% | -422.6% | +23.5% |
| 5Y | +341.6% | +172.5% | +169.1% | +234.3% |
| 10Y | +159.8% | +2,960.8% | -2,801.0% | +12.2% |
| All | +159.8% | +2,932.2% | -2,772.4% | +12.2% |
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