+173.5%
NTRA vs CG
-2.7%
+176.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.6% |
| 7D | +0.2% | -9.9% | +10.1% | +5.1% |
| 30D | +4.1% | -11.7% | +15.8% | +9.8% |
| 3M | +50.0% | -4.3% | +54.3% | +50.6% |
| 6M | +67.3% | -8.8% | +76.1% | +71.5% |
| YTD | +43.6% | -26.9% | +70.4% | +62.3% |
| 1Y | +89.2% | -35.4% | +124.7% | +126.6% |
| 3Y | +502.5% | +43.0% | +459.5% | +322.4% |
| All | +173.5% | -2.7% | +176.3% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling