+40.0%
CVS vs NTRA
+3,199.2%
-3,159.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -0.1% | +4.1% | -4.2% | -0.3% |
| 3M | -5.2% | +50.0% | -55.2% | -7.3% |
| 6M | +26.9% | +67.3% | -40.4% | +23.2% |
| YTD | +22.1% | +43.6% | -21.5% | +19.3% |
| 1Y | +30.8% | +89.2% | -58.5% | +26.0% |
| 3Y | +54.4% | +502.5% | -448.2% | +38.7% |
| 5Y | +33.4% | +173.8% | -140.4% | +22.4% |
| All | +40.0% | +3,199.2% | -3,159.2% | +2.0% |
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 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