+99.0%
NTRA vs CGNX
+31.4%
+67.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.7% | +9.3% | +1.6% |
| 7D | -7.9% | -9.2% | +1.3% | -6.9% |
| 30D | -8.1% | -17.6% | +9.4% | -6.5% |
| 3M | +42.1% | -25.7% | +67.8% | +46.3% |
| 6M | +84.8% | -5.5% | +90.3% | +83.9% |
| YTD | +70.7% | +48.1% | +22.6% | +61.4% |
| 1Y | +99.0% | +33.5% | +65.5% | +92.6% |
| All | +99.0% | +31.4% | +67.6% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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