+25.3%
CVS vs NTRA
+1,735.1%
-1,709.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -1.9% | +1.6% | -3.5% | -2.0% |
| 30D | -0.3% | +3.8% | -4.1% | -0.5% |
| 3M | -1.1% | +48.2% | -49.4% | -3.0% |
| 6M | +23.7% | +61.0% | -37.2% | +20.6% |
| YTD | +23.0% | +44.2% | -21.2% | +20.4% |
| 1Y | +37.2% | +87.3% | -50.1% | +32.5% |
| 3Y | +62.4% | +509.4% | -447.0% | +47.3% |
| 5Y | +31.8% | +175.1% | -143.3% | +21.6% |
| 10Y | +41.9% | +3,203.1% | -3,161.2% | +10.2% |
| All | +25.3% | +1,735.1% | -1,709.8% | -2.5% |
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