+89.2%
NTRA vs CG
-33.8%
+123.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | +0.2% | -9.9% | +10.1% | +2.4% |
| 30D | +4.1% | -11.7% | +15.8% | +6.7% |
| 3M | +50.0% | -4.3% | +54.3% | +50.0% |
| 6M | +67.3% | -8.8% | +76.1% | +69.6% |
| YTD | +43.6% | -26.9% | +70.4% | +52.6% |
| 1Y | +89.2% | -35.4% | +124.7% | +119.6% |
| All | +89.2% | -33.8% | +123.1% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling