+1,672.7%
NTRA vs CASY
+703.4%
+969.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +2.7% | +3.6% | -0.8% | +1.9% |
| 30D | -19.2% | +9.1% | -28.2% | -20.8% |
| 3M | +2.7% | -16.5% | +19.2% | +6.4% |
| 6M | +63.4% | -19.7% | +83.1% | +69.4% |
| YTD | +39.3% | +29.3% | +10.0% | +26.4% |
| 1Y | +59.0% | +33.1% | +25.9% | +42.9% |
| 3Y | +557.4% | +158.5% | +398.9% | +389.1% |
| 5Y | +177.4% | +266.7% | -89.3% | +86.1% |
| 10Y | +2,761.8% | +553.5% | +2,208.3% | +1,478.1% |
| All | +1,672.7% | +703.4% | +969.3% | +652.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling