+116.4%
CVE vs NTRA
+1,625.9%
-1,509.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.6% | +14.0% | +1.5% |
| 7D | -16.1% | -25.0% | +8.9% | -12.8% |
| 30D | -10.4% | -21.5% | +11.1% | -7.5% |
| 3M | -2.4% | +17.1% | -19.4% | -5.3% |
| 6M | -4.4% | +44.4% | -48.9% | -10.8% |
| YTD | +64.9% | +35.6% | +29.3% | +54.1% |
| 1Y | +66.0% | +56.5% | +9.5% | +51.6% |
| 3Y | +57.7% | +620.8% | -563.2% | +10.6% |
| 5Y | +144.7% | +167.9% | -23.2% | +88.2% |
| 10Y | +139.2% | +3,576.6% | -3,437.3% | +14.7% |
| All | +116.4% | +1,625.9% | -1,509.5% | +1.0% |
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 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