+497.4%
NTRA vs CG
+44.6%
+452.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.5% |
| 7D | -0.5% | -9.8% | +9.3% | +2.8% |
| 30D | +4.3% | -10.3% | +14.6% | +7.7% |
| 3M | +50.6% | -1.7% | +52.3% | +49.7% |
| 6M | +63.9% | -9.8% | +73.7% | +67.8% |
| YTD | +42.4% | -25.6% | +68.0% | +54.6% |
| 1Y | +92.1% | -32.5% | +124.6% | +115.5% |
| All | +497.4% | +44.6% | +452.8% | +357.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling