+517.4%
NTRA vs CART
+39.2%
+478.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -19.7% | +0.3% | -20.0% | -19.7% |
| 30D | -22.1% | +22.4% | -44.6% | -24.7% |
| 3M | -2.0% | +15.6% | -17.6% | -4.5% |
| 6M | +60.6% | +44.9% | +15.7% | +51.3% |
| YTD | +36.2% | +30.0% | +6.2% | +29.8% |
| 1Y | +51.0% | +56.6% | -5.6% | +39.4% |
| 3Y | +567.5% | +131.9% | +435.5% | +445.1% |
| All | +517.4% | +39.2% | +478.2% | +428.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling