+259.6%
CVX vs NTRA
+1,735.1%
-1,475.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | +10.7% | +3.8% | +6.9% | +10.2% |
| 3M | +15.5% | +48.2% | -32.8% | +10.6% |
| 6M | +14.9% | +61.0% | -46.1% | +8.6% |
| YTD | +44.2% | +44.2% | 0.0% | +37.5% |
| 1Y | +43.5% | +87.3% | -43.8% | +32.8% |
| 3Y | +45.0% | +509.4% | -464.5% | +15.6% |
| 5Y | +172.2% | +175.1% | -3.0% | +126.0% |
| 10Y | +221.9% | +3,203.1% | -2,981.2% | +92.9% |
| All | +259.6% | +1,735.1% | -1,475.5% | +123.3% |
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