+97.0%
NTRA vs CASY
+51.2%
+45.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +19.5% | -11.3% | +30.8% | +18.7% |
| 3M | +47.8% | -0.6% | +48.4% | +46.9% |
| 6M | +61.6% | +10.7% | +50.9% | +58.8% |
| YTD | +43.3% | +37.1% | +6.1% | +38.6% |
| 1Y | +97.0% | +52.3% | +44.7% | +78.9% |
| All | +97.0% | +51.2% | +45.8% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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