+541.5%
NTRA vs CART
+14.3%
+527.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.2% |
| 7D | +1.1% | -4.1% | +5.1% | +1.7% |
| 30D | +0.6% | -4.3% | +5.0% | +1.3% |
| 3M | +51.8% | +13.1% | +38.7% | +49.1% |
| 6M | +63.6% | +26.0% | +37.6% | +57.2% |
| YTD | +41.5% | +6.7% | +34.8% | +39.5% |
| 1Y | +93.6% | +6.3% | +87.4% | +90.2% |
| All | +541.5% | +14.3% | +527.2% | +467.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling