+3,032.9%
NTRA vs CASY
+464.4%
+2,568.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -0.5% | -17.2% | +16.8% | +3.9% |
| 30D | +4.3% | -24.4% | +28.7% | +11.2% |
| 3M | +50.6% | -31.4% | +82.0% | +64.2% |
| 6M | +63.9% | -8.9% | +72.8% | +63.4% |
| YTD | +42.4% | +13.8% | +28.5% | +32.4% |
| 1Y | +92.1% | +17.0% | +75.1% | +76.6% |
| 3Y | +501.7% | +163.1% | +338.6% | +330.1% |
| 5Y | +171.4% | +239.0% | -67.5% | +77.1% |
| All | +3,032.9% | +464.4% | +2,568.5% | +1,481.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling