+99.0%
NTRA vs CART
+61.3%
+37.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.4% |
| 7D | -7.9% | +1.4% | -9.2% | -8.0% |
| 30D | -8.1% | +29.7% | -37.8% | -11.3% |
| 3M | +42.1% | +29.7% | +12.4% | +36.7% |
| 6M | +84.8% | +36.8% | +48.0% | +80.0% |
| YTD | +70.7% | +31.7% | +39.0% | +66.5% |
| 1Y | +99.0% | +62.4% | +36.7% | +102.8% |
| All | +99.0% | +61.3% | +37.7% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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