+99.0%
NTRA vs CAI
+12.6%
+86.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -7.9% | -6.3% | -1.6% | -5.3% |
| 30D | -8.1% | +9.3% | -17.4% | -11.2% |
| 3M | +42.1% | +106.3% | -64.2% | +6.6% |
| 6M | +84.8% | +77.7% | +7.1% | +45.9% |
| YTD | +70.7% | +23.1% | +47.6% | +41.6% |
| 1Y | +99.0% | +6.5% | +92.5% | +66.8% |
| All | +99.0% | +12.6% | +86.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling