+1,723.2%
NTRA vs CCEP
+351.7%
+1,371.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.2% |
| 7D | +0.6% | -3.1% | +3.6% | +1.6% |
| 30D | +19.5% | -2.6% | +22.1% | +20.4% |
| 3M | +47.8% | +14.9% | +32.8% | +40.1% |
| 6M | +61.6% | +2.3% | +59.4% | +59.3% |
| YTD | +43.3% | +17.8% | +25.4% | +33.6% |
| 1Y | +97.0% | +24.2% | +72.8% | +79.8% |
| 3Y | +424.9% | +84.7% | +340.2% | +309.3% |
| 5Y | +165.2% | +103.2% | +62.0% | +97.3% |
| 10Y | +3,114.3% | +257.4% | +2,856.9% | +2,016.4% |
| All | +1,723.2% | +351.7% | +1,371.5% | +1,120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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