+1,723.2%
NTRA vs CASY
+752.2%
+971.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +19.5% | -11.3% | +30.8% | +22.8% |
| 3M | +47.8% | -0.6% | +48.4% | +45.9% |
| 6M | +61.6% | +10.7% | +50.9% | +54.7% |
| YTD | +43.3% | +37.1% | +6.1% | +29.0% |
| 1Y | +97.0% | +52.3% | +44.7% | +71.8% |
| 3Y | +424.9% | +215.2% | +209.7% | +273.5% |
| 5Y | +165.2% | +276.5% | -111.3% | +78.1% |
| 10Y | +3,114.3% | +508.4% | +2,605.9% | +1,670.9% |
| All | +1,723.2% | +752.2% | +971.0% | +667.3% |
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