+620.8%
NTRA vs CART
+112.9%
+507.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.6% | -15.2% | -14.7% |
| 7D | -25.0% | +3.0% | -28.0% | -25.3% |
| 30D | -21.5% | +28.6% | -50.0% | -24.5% |
| 3M | +17.1% | +29.1% | -12.0% | +12.4% |
| 6M | +44.4% | +44.7% | -0.3% | +36.3% |
| YTD | +35.6% | +29.2% | +6.4% | +29.6% |
| 1Y | +56.5% | +66.2% | -9.6% | +43.6% |
| 3Y | +620.8% | +112.8% | +508.0% | +496.9% |
| All | +620.8% | +112.9% | +507.9% | +496.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling