+539.1%
NTRA vs CART
+39.2%
+499.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | -11.2% | +1.2% | -12.4% | -11.4% |
| 30D | -18.4% | +17.8% | -36.2% | -20.6% |
| 3M | +2.2% | +20.7% | -18.5% | -1.1% |
| 6M | +58.1% | +49.7% | +8.4% | +48.3% |
| YTD | +41.0% | +30.0% | +11.0% | +34.3% |
| 1Y | +54.1% | +48.4% | +5.8% | +43.6% |
| 3Y | +590.9% | +132.0% | +459.0% | +464.3% |
| All | +539.1% | +39.2% | +499.9% | +446.5% |
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