+1,672.7%
NTRA vs CDW
+468.7%
+1,204.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +2.7% | +9.3% | -6.6% | -1.3% |
| 30D | -19.2% | +14.4% | -33.5% | -24.0% |
| 3M | +2.7% | +21.4% | -18.7% | -7.1% |
| 6M | +63.4% | +72.8% | -9.4% | +21.4% |
| YTD | +39.3% | +28.0% | +11.3% | +15.4% |
| 1Y | +59.0% | +19.3% | +39.7% | +36.5% |
| 3Y | +557.4% | -15.3% | +572.7% | +550.9% |
| 5Y | +177.4% | -3.8% | +181.2% | +149.5% |
| 10Y | +2,761.8% | +318.5% | +2,443.3% | +1,279.4% |
| All | +1,672.7% | +468.7% | +1,204.0% | +738.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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